+8,058.3%
FLEX vs MCO
+7,698.6%
+359.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.6% |
| 7D | -0.9% | -4.2% | +3.3% | +1.3% |
| 30D | -10.1% | +2.2% | -12.3% | -11.5% |
| 3M | -31.3% | +10.1% | -41.5% | -36.0% |
| 6M | +71.3% | +5.3% | +66.0% | +61.7% |
| YTD | +81.2% | -2.7% | +84.0% | +76.5% |
| 1Y | +98.5% | -0.4% | +98.9% | +89.1% |
| 3Y | +428.2% | +49.0% | +379.2% | +301.1% |
| 5Y | +657.3% | +33.6% | +623.6% | +501.2% |
| 10Y | +995.9% | +395.3% | +600.6% | +352.7% |
| All | +8,058.3% | +7,698.6% | +359.7% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling