+1,121.1%
FLEX vs MKSI
+2,206.8%
-1,085.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.4% |
| 7D | +7.0% | +7.7% | -0.8% | +2.9% |
| 30D | -5.8% | -12.9% | +7.1% | +1.2% |
| 3M | -24.2% | -14.8% | -9.4% | -17.8% |
| 6M | +90.8% | +26.6% | +64.2% | +69.7% |
| YTD | +89.2% | +66.6% | +22.6% | +45.7% |
| 1Y | +104.7% | +144.6% | -39.8% | +27.5% |
| 3Y | +478.1% | +193.1% | +284.9% | +206.7% |
| 5Y | +726.2% | +88.6% | +637.6% | +410.7% |
| 10Y | +1,060.6% | +490.9% | +569.7% | +261.4% |
| All | +1,121.1% | +2,206.8% | -1,085.7% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling