+473.3%
FLEX vs MSCI
+8.1%
+465.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +2.2% | -1.9% | +4.1% | +3.0% |
| 30D | -32.6% | +16.5% | -49.1% | -36.2% |
| 3M | -35.5% | +18.2% | -53.7% | -39.4% |
| 6M | -45.6% | +14.0% | -59.5% | -49.3% |
| YTD | +30.7% | +16.6% | +14.1% | +19.1% |
| 1Y | +28.4% | +14.8% | +13.5% | +17.8% |
| 3Y | +301.7% | +33.3% | +268.4% | +228.9% |
| 5Y | +473.3% | +9.1% | +464.2% | +401.1% |
| All | +473.3% | +8.1% | +465.1% | +401.1% |
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