+725.7%
FLEX vs MCO
+29.3%
+696.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +6.4% | -3.1% | +9.5% | +7.5% |
| 30D | -5.9% | -0.5% | -5.3% | -6.0% |
| 3M | -23.5% | +5.7% | -29.2% | -26.5% |
| 6M | +83.7% | +3.0% | +80.7% | +76.9% |
| YTD | +86.5% | -6.5% | +93.0% | +86.9% |
| 1Y | +100.5% | -5.8% | +106.3% | +98.4% |
| 3Y | +469.8% | +43.1% | +426.7% | +330.8% |
| 5Y | +725.7% | +29.5% | +696.2% | +513.8% |
| All | +725.7% | +29.3% | +696.4% | +513.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling