+1,005.1%
FLEX vs MSI
+595.6%
+409.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | -0.9% | -3.7% | +2.8% | +1.1% |
| 30D | -10.1% | +6.8% | -17.0% | -13.9% |
| 3M | -31.3% | +14.3% | -45.6% | -37.1% |
| 6M | +71.3% | -1.6% | +72.8% | +69.2% |
| YTD | +81.2% | +22.8% | +58.5% | +55.0% |
| 1Y | +98.5% | -1.1% | +99.6% | +93.4% |
| 3Y | +428.2% | +70.5% | +357.8% | +251.0% |
| 5Y | +657.3% | +102.8% | +554.5% | +340.6% |
| All | +1,005.1% | +595.6% | +409.5% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling