+517.0%
MA vs FLEX
+1,001.7%
-484.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +1.5% | -10.1% | +11.7% | +3.8% |
| 3M | +20.4% | -31.3% | +51.8% | +29.2% |
| 6M | +11.1% | +71.3% | -60.1% | -11.4% |
| YTD | +2.0% | +81.2% | -79.3% | -20.9% |
| 1Y | -2.2% | +98.5% | -100.6% | -27.3% |
| 3Y | +41.9% | +428.2% | -386.4% | -29.5% |
| 5Y | +75.4% | +657.3% | -581.9% | -25.7% |
| All | +517.0% | +1,001.7% | -484.8% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling