+868.6%
MSFT vs FLEX
+1,059.7%
-191.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -2.1% |
| 7D | -1.4% | +7.0% | -8.4% | -2.9% |
| 30D | -1.0% | -5.8% | +4.8% | 0.0% |
| 3M | +20.2% | -24.2% | +44.4% | +25.5% |
| 6M | +21.3% | +90.8% | -69.5% | -3.3% |
| YTD | +2.8% | +89.2% | -86.4% | -18.5% |
| 1Y | 0.0% | +104.7% | -104.7% | -23.2% |
| 3Y | +51.2% | +478.1% | -426.9% | -17.5% |
| 5Y | +71.4% | +726.2% | -654.8% | -17.4% |
| 10Y | +868.6% | +1,060.6% | -192.0% | +278.7% |
| All | +868.6% | +1,059.7% | -191.1% | +278.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling