+565.2%
FLEX vs MSI
+676.2%
-111.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.8% |
| 7D | -19.3% | +4.7% | -24.0% | -21.7% |
| 30D | -41.5% | +14.8% | -56.3% | -46.2% |
| 3M | -43.1% | +8.8% | -51.9% | -46.4% |
| 6M | -48.2% | +19.3% | -67.5% | -54.6% |
| YTD | +15.5% | +35.3% | -19.8% | -7.4% |
| 1Y | +10.2% | +33.8% | -23.6% | -11.1% |
| 3Y | +256.8% | +74.4% | +182.4% | +133.7% |
| 5Y | +408.2% | +120.5% | +287.7% | +178.5% |
| All | +565.2% | +676.2% | -111.0% | +83.5% |
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