+114.0%
MS vs FLEX
+389.8%
-275.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.7% | -1.9% |
| 7D | -3.4% | -28.3% | +24.9% | +5.8% |
| 30D | -3.9% | -45.0% | +41.1% | +13.3% |
| 3M | -15.9% | -45.2% | +29.3% | -1.2% |
| 6M | -2.5% | -30.8% | +28.3% | +0.9% |
| YTD | +5.1% | +10.4% | -5.3% | -11.4% |
| 1Y | +13.0% | +2.3% | +10.7% | -2.3% |
| 3Y | +160.7% | +238.9% | -78.2% | +27.5% |
| 5Y | +114.0% | +386.0% | -272.0% | -16.0% |
| All | +114.0% | +389.8% | -275.7% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling