+424.8%
FLEX vs MSCI
+6.7%
+418.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.4% |
| 7D | +7.5% | +3.0% | +4.5% | +6.5% |
| 30D | -25.3% | +17.8% | -43.1% | -29.5% |
| 3M | -39.7% | +15.2% | -54.9% | -42.8% |
| 6M | -47.9% | +16.5% | -64.3% | -51.9% |
| YTD | +24.1% | +16.4% | +7.7% | +13.2% |
| 1Y | +26.0% | +16.8% | +9.1% | +14.6% |
| 3Y | +282.7% | +35.8% | +246.9% | +209.9% |
| All | +424.8% | +6.7% | +418.1% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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