+424.8%
FLEX vs MSI
+124.3%
+300.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +7.5% | +3.2% | +4.2% | +6.3% |
| 30D | -25.3% | +17.6% | -42.9% | -29.9% |
| 3M | -39.7% | +14.5% | -54.2% | -43.1% |
| 6M | -47.9% | +34.3% | -82.1% | -54.4% |
| YTD | +24.1% | +39.7% | -15.6% | +3.6% |
| 1Y | +26.0% | +40.2% | -14.2% | +4.8% |
| 3Y | +282.7% | +77.1% | +205.5% | +163.3% |
| All | +424.8% | +124.3% | +300.5% | +190.6% |
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