+9,874.0%
MO vs FLEX
+7,523.3%
+2,350.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +0.6% | -10.1% | +10.8% | +1.1% |
| 3M | -1.0% | -31.3% | +30.4% | +0.5% |
| 6M | +4.3% | +71.3% | -66.9% | +0.1% |
| YTD | +23.3% | +81.2% | -58.0% | +17.7% |
| 1Y | +10.5% | +98.5% | -88.0% | +4.8% |
| 3Y | +96.3% | +428.2% | -332.0% | +73.7% |
| 5Y | +98.9% | +657.3% | -558.4% | +71.3% |
| 10Y | +103.6% | +995.9% | -892.3% | +68.0% |
| All | +9,874.0% | +7,523.3% | +2,350.7% | +6,926.4% |
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 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