+464.3%
FLEX vs MKSI
+191.6%
+272.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +6.4% | +6.6% | -0.3% | +2.5% |
| 30D | -5.9% | -8.2% | +2.4% | -1.1% |
| 3M | -23.5% | -16.4% | -7.0% | -15.3% |
| 6M | +83.7% | +23.0% | +60.8% | +67.0% |
| YTD | +86.5% | +68.2% | +18.3% | +44.5% |
| 1Y | +100.5% | +148.6% | -48.1% | +25.7% |
| All | +464.3% | +191.6% | +272.6% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling