+5,485.9%
FLEX vs MCO
+7,930.1%
-2,444.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | +7.5% | +0.5% | +7.0% | +7.2% |
| 30D | -25.3% | +9.8% | -35.1% | -29.3% |
| 3M | -39.7% | +4.3% | -43.9% | -41.7% |
| 6M | -47.9% | +16.5% | -64.3% | -53.3% |
| YTD | +24.1% | +0.1% | +24.0% | +18.0% |
| 1Y | +26.0% | +4.4% | +21.5% | +16.8% |
| 3Y | +282.7% | +51.6% | +231.1% | +186.4% |
| 5Y | +424.2% | +36.7% | +387.6% | +309.2% |
| 10Y | +613.8% | +455.7% | +158.1% | +176.3% |
| All | +5,485.9% | +7,930.1% | -2,444.2% | +444.5% |
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 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