+22.5%
MA vs FLEX
+23.4%
-1.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.3% | +16.3% | +3.1% |
| 7D | +10.2% | -17.0% | +27.2% | +9.0% |
| 30D | +19.3% | -33.8% | +53.2% | +16.7% |
| 3M | +18.0% | -39.0% | +57.0% | +14.9% |
| 6M | +33.7% | -15.9% | +49.6% | +30.4% |
| YTD | +18.6% | +27.8% | -9.2% | +16.1% |
| 1Y | +22.5% | +25.0% | -2.5% | +19.4% |
| All | +22.5% | +23.4% | -1.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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