+17.1%
MS vs FLEX
+24.4%
-7.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.0% |
| 7D | -1.7% | +2.2% | -4.0% | -2.2% |
| 30D | +0.9% | -32.6% | +33.6% | +6.7% |
| 3M | -10.8% | -35.5% | +24.7% | -5.3% |
| 6M | +0.9% | -45.6% | +46.5% | +8.7% |
| YTD | +9.8% | +30.7% | -20.9% | -3.1% |
| 1Y | +17.1% | +28.4% | -11.3% | +3.6% |
| All | +17.1% | +24.4% | -7.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling