+25.0%
FLEX vs MTB
+27.0%
-2.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.2% | -13.5% | -13.0% |
| 7D | -17.0% | +2.0% | -19.0% | -18.0% |
| 30D | -33.8% | +2.9% | -36.8% | -35.1% |
| 3M | -39.0% | -10.7% | -28.4% | -34.6% |
| 6M | -15.9% | +6.3% | -22.2% | -20.1% |
| YTD | +27.8% | +13.8% | +14.1% | +12.4% |
| 1Y | +25.0% | +27.7% | -2.8% | -0.4% |
| All | +25.0% | +27.0% | -2.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling