+282.7%
FLEX vs MSI
+76.4%
+206.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | +7.5% | +3.2% | +4.2% | +7.3% |
| 30D | -25.3% | +17.6% | -42.9% | -25.9% |
| 3M | -39.7% | +14.5% | -54.2% | -40.1% |
| 6M | -47.9% | +34.3% | -82.1% | -49.4% |
| YTD | +24.1% | +39.7% | -15.6% | +16.4% |
| 1Y | +26.0% | +40.2% | -14.2% | +18.0% |
| 3Y | +282.7% | +77.1% | +205.5% | +236.5% |
| All | +282.7% | +76.4% | +206.3% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling