+15,614.6%
MA vs FLEX
+736.4%
+14,878.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.8% |
| 7D | +2.3% | -19.3% | +21.6% | +7.8% |
| 30D | +14.7% | -41.5% | +56.2% | +30.9% |
| 3M | +13.5% | -43.1% | +56.6% | +29.5% |
| 6M | +33.1% | -48.2% | +81.3% | +51.2% |
| YTD | +15.1% | +15.5% | -0.4% | -3.7% |
| 1Y | +18.7% | +10.2% | +8.5% | +0.3% |
| 3Y | +72.1% | +256.8% | -184.7% | -9.0% |
| 5Y | +92.8% | +408.2% | -315.4% | -12.2% |
| 10Y | +571.6% | +580.8% | -9.2% | +144.6% |
| All | +15,614.6% | +736.4% | +14,878.2% | +5,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling