-47.9%
FLEX vs MKSI
-32.3%
-15.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -1.8% |
| 7D | +7.5% | +12.2% | -4.7% | -2.2% |
| 30D | -25.3% | -8.0% | -17.2% | -19.7% |
| 3M | -39.7% | -29.5% | -10.2% | -21.2% |
| 6M | -47.9% | -31.9% | -15.9% | -31.6% |
| All | -47.9% | -32.3% | -15.6% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling