-2.5%
MS vs FLEX
-28.3%
+25.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.7% | -4.1% |
| 7D | -3.4% | -28.3% | +24.9% | +0.7% |
| 30D | -3.9% | -45.0% | +41.1% | +3.6% |
| 3M | -15.9% | -45.2% | +29.3% | -9.5% |
| 6M | -2.5% | -30.8% | +28.3% | +2.8% |
| All | -2.5% | -28.3% | +25.8% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling