+663.2%
FLEX vs MSI
+103.4%
+559.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | -3.7% | +2.8% | +0.6% |
| 30D | -10.1% | +6.8% | -17.0% | -13.0% |
| 3M | -31.3% | +14.3% | -45.6% | -35.7% |
| 6M | +71.3% | -1.6% | +72.8% | +71.4% |
| YTD | +81.2% | +22.8% | +58.5% | +59.5% |
| 1Y | +98.5% | -1.1% | +99.6% | +97.3% |
| 3Y | +428.2% | +70.5% | +357.8% | +259.2% |
| All | +663.2% | +103.4% | +559.8% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling