+161.8%
MS vs FLEX
+238.9%
-77.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.7% | -2.6% |
| 7D | -3.4% | -28.3% | +24.9% | +4.4% |
| 30D | -3.9% | -45.0% | +41.1% | +10.6% |
| 3M | -15.9% | -45.2% | +29.3% | -3.6% |
| 6M | -2.5% | -30.8% | +28.3% | +0.7% |
| YTD | +5.1% | +10.4% | -5.3% | -10.1% |
| 1Y | +13.0% | +2.3% | +10.7% | -0.9% |
| All | +161.8% | +238.9% | -77.0% | +34.4% |
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 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