+614.8%
FLEX vs MKTX
+12.8%
+602.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +7.5% | +0.2% | +7.2% | +7.4% |
| 30D | -25.3% | +0.9% | -26.2% | -25.4% |
| 3M | -39.7% | +2.6% | -42.3% | -39.9% |
| 6M | -47.9% | +20.4% | -68.3% | -49.8% |
| YTD | +24.1% | -7.1% | +31.2% | +24.8% |
| 1Y | +26.0% | -2.8% | +28.7% | +25.5% |
| 3Y | +282.7% | -21.7% | +304.4% | +283.3% |
| 5Y | +424.2% | -54.5% | +478.7% | +492.8% |
| All | +614.8% | +12.8% | +602.0% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling