+996.8%
FLEX vs MKTX
+1,446.2%
-449.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -10.1% | +1.1% | -11.2% | -10.4% |
| 3M | -31.3% | +36.1% | -67.4% | -38.0% |
| 6M | +71.3% | -12.9% | +84.1% | +74.4% |
| YTD | +81.2% | -8.5% | +89.8% | +81.3% |
| 1Y | +98.5% | -7.5% | +106.0% | +96.9% |
| 3Y | +428.2% | -28.3% | +456.6% | +437.9% |
| 5Y | +657.3% | -63.3% | +720.6% | +825.7% |
| 10Y | +995.9% | +4.5% | +991.4% | +798.6% |
| All | +996.8% | +1,446.2% | -449.5% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling