+578.8%
MS vs FLEX
+659.4%
-80.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.0% | -8.9% | -1.0% |
| 7D | +0.7% | -7.2% | +7.9% | +2.3% |
| 30D | -0.9% | -34.8% | +33.8% | +12.6% |
| 3M | -13.0% | -35.6% | +22.6% | -1.3% |
| 6M | -2.0% | -45.0% | +43.0% | +14.9% |
| YTD | +7.8% | +29.4% | -21.6% | -13.1% |
| 1Y | +17.9% | +24.8% | -6.9% | -4.1% |
| 3Y | +174.8% | +304.4% | -129.6% | +33.4% |
| 5Y | +119.9% | +484.1% | -364.2% | -10.4% |
| 10Y | +578.8% | +640.4% | -61.6% | +131.9% |
| All | +578.8% | +659.4% | -80.5% | +131.9% |
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