+1,033.9%
FLEX vs MCO
+385.7%
+648.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.2% |
| 7D | +0.1% | -7.3% | +7.4% | +4.7% |
| 30D | -11.8% | -1.7% | -10.1% | -11.3% |
| 3M | -22.6% | +3.9% | -26.5% | -26.4% |
| 6M | +77.3% | +3.8% | +73.5% | +66.4% |
| YTD | +78.8% | -7.9% | +86.7% | +79.0% |
| 1Y | +86.1% | -6.8% | +92.9% | +82.6% |
| 3Y | +446.2% | +40.9% | +405.3% | +286.7% |
| 5Y | +689.7% | +27.5% | +662.2% | +486.7% |
| All | +1,033.9% | +385.7% | +648.2% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling