+5,374.9%
MS vs FLEX
+7,523.3%
-2,148.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -0.3% | -10.1% | +9.9% | +3.1% |
| 3M | +0.3% | -31.3% | +31.6% | +11.8% |
| 6M | +31.3% | +71.3% | -39.9% | +2.4% |
| YTD | +24.7% | +81.2% | -56.6% | -5.3% |
| 1Y | +47.9% | +98.5% | -50.6% | +8.0% |
| 3Y | +178.3% | +428.2% | -249.9% | +40.2% |
| 5Y | +144.9% | +657.3% | -512.4% | +7.0% |
| 10Y | +804.5% | +995.9% | -191.4% | +215.1% |
| All | +5,374.9% | +7,523.3% | -2,148.5% | +1,092.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling