+11,285.3%
MO vs FLEX
+5,397.3%
+5,888.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.2% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +8.0% | -32.6% | +40.6% | +9.7% |
| 3M | +20.9% | -35.5% | +56.4% | +22.9% |
| 6M | +16.3% | -45.6% | +61.9% | +18.7% |
| YTD | +40.7% | +30.7% | +10.0% | +35.9% |
| 1Y | +41.5% | +28.4% | +13.1% | +36.7% |
| 3Y | +141.5% | +301.7% | -160.1% | +115.8% |
| 5Y | +153.1% | +473.3% | -320.2% | +119.9% |
| 10Y | +149.3% | +651.7% | -502.4% | +108.6% |
| All | +11,285.3% | +5,397.3% | +5,888.0% | +8,012.3% |
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