+3.3%
MSFT vs FLEX
+24.4%
-21.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.0% | -2.3% |
| 7D | -6.2% | +2.2% | -8.5% | -6.3% |
| 30D | -3.7% | -32.6% | +28.9% | -3.3% |
| 3M | +3.6% | -35.5% | +39.1% | +4.1% |
| 6M | +26.8% | -45.6% | +72.4% | +25.8% |
| YTD | +8.4% | +30.7% | -22.3% | +1.9% |
| 1Y | +3.3% | +28.4% | -25.1% | -3.4% |
| All | +3.3% | +24.4% | -21.1% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling