+644.7%
FLEX vs MSCI
+3,169.6%
-2,524.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.7% | -10.9% | -12.2% |
| 7D | -28.3% | +6.0% | -34.3% | -30.6% |
| 30D | -45.0% | +18.2% | -63.2% | -49.9% |
| 3M | -45.2% | +15.1% | -60.4% | -49.6% |
| 6M | -30.8% | +13.7% | -44.5% | -37.7% |
| YTD | +10.4% | +15.6% | -5.2% | -2.7% |
| 1Y | +2.3% | +16.3% | -14.1% | -10.4% |
| 3Y | +238.9% | +36.9% | +202.0% | +161.4% |
| 5Y | +386.0% | +6.3% | +379.7% | +318.9% |
| 10Y | +551.1% | +823.0% | -271.9% | +70.3% |
| All | +644.7% | +3,169.6% | -2,524.9% | -9.7% |
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