+124.8%
MS vs FLEX
+472.7%
-348.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.0% |
| 7D | +0.8% | -13.6% | +14.4% | +4.4% |
| 30D | -0.7% | -36.5% | +35.8% | +12.1% |
| 3M | -12.4% | -36.4% | +24.1% | -1.7% |
| 6M | -1.7% | -46.5% | +44.7% | +14.0% |
| YTD | +8.0% | +25.9% | -17.9% | -12.6% |
| 1Y | +16.2% | +19.6% | -3.3% | -4.5% |
| 3Y | +171.3% | +287.0% | -115.7% | +27.2% |
| 5Y | +124.8% | +466.6% | -341.9% | -15.8% |
| All | +124.8% | +472.7% | -348.0% | -15.8% |
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