+160.4%
MS vs FLEX
+254.4%
-94.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.7% |
| 7D | -1.6% | -19.3% | +17.8% | +3.2% |
| 30D | -3.8% | -41.5% | +37.8% | +9.0% |
| 3M | -14.6% | -43.1% | +28.5% | -3.0% |
| 6M | -5.1% | -48.2% | +43.1% | +8.5% |
| YTD | +4.5% | +15.5% | -11.0% | -11.6% |
| 1Y | +13.5% | +10.2% | +3.3% | -2.7% |
| 3Y | +160.4% | +256.8% | -96.4% | +32.1% |
| All | +160.4% | +254.4% | -94.0% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling