+723.8%
FLEX vs MKSI
+86.0%
+637.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +6.4% | +6.6% | -0.3% | +2.8% |
| 30D | -5.9% | -8.2% | +2.4% | -1.4% |
| 3M | -23.5% | -16.4% | -7.0% | -15.9% |
| 6M | +83.7% | +23.0% | +60.8% | +68.0% |
| YTD | +86.5% | +68.2% | +18.3% | +46.7% |
| 1Y | +100.5% | +148.6% | -48.1% | +29.3% |
| 3Y | +469.8% | +196.0% | +273.9% | +219.2% |
| All | +723.8% | +86.0% | +637.9% | +453.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling