+1,060.6%
FLEX vs MTB
+173.2%
+887.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +7.0% | +2.8% | +4.2% | +5.4% |
| 30D | -5.8% | -4.2% | -1.6% | -3.6% |
| 3M | -24.2% | +7.8% | -32.0% | -27.3% |
| 6M | +90.8% | +14.8% | +76.0% | +77.0% |
| YTD | +89.2% | +20.8% | +68.4% | +70.5% |
| 1Y | +104.7% | +23.1% | +81.6% | +82.4% |
| 3Y | +478.1% | +114.8% | +363.3% | +282.9% |
| 5Y | +726.2% | +103.3% | +622.9% | +443.0% |
| 10Y | +1,060.6% | +173.0% | +887.6% | +569.6% |
| All | +1,060.6% | +173.2% | +887.4% | +569.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling