+4,515.6%
MS vs FLEX
+4,545.3%
-29.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.7% | -1.4% |
| 7D | -3.4% | -28.3% | +24.9% | +7.2% |
| 30D | -3.9% | -45.0% | +41.1% | +15.6% |
| 3M | -15.9% | -45.2% | +29.3% | +0.7% |
| 6M | -2.5% | -30.8% | +28.3% | +2.6% |
| YTD | +5.1% | +10.4% | -5.3% | -7.5% |
| 1Y | +13.0% | +2.3% | +10.7% | +1.7% |
| 3Y | +160.7% | +238.9% | -78.2% | +50.0% |
| 5Y | +114.0% | +386.0% | -272.0% | +6.6% |
| 10Y | +637.5% | +551.1% | +86.3% | +200.4% |
| All | +4,515.6% | +4,545.3% | -29.7% | +1,064.1% |
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