+1,122.2%
FLEX vs MSCI
+2,756.4%
-1,634.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -10.1% | +0.6% | -10.7% | -10.7% |
| 3M | -31.3% | -7.1% | -24.3% | -30.5% |
| 6M | +71.3% | +0.8% | +70.4% | +64.4% |
| YTD | +81.2% | +1.0% | +80.3% | +72.5% |
| 1Y | +98.5% | +4.3% | +94.2% | +83.5% |
| 3Y | +428.2% | +9.9% | +418.3% | +361.1% |
| 5Y | +657.3% | -6.8% | +664.0% | +600.2% |
| 10Y | +995.9% | +614.7% | +381.3% | +229.2% |
| All | +1,122.2% | +2,756.4% | -1,634.2% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling