+55.0%
MSFT vs FLEX
+446.9%
-391.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +2.7% | -10.1% | +12.9% | +3.6% |
| 3M | +17.0% | -31.3% | +48.3% | +19.9% |
| 6M | +23.8% | +71.3% | -47.4% | +9.6% |
| YTD | +4.0% | +81.2% | -77.3% | -9.3% |
| 1Y | -0.8% | +98.5% | -99.3% | -15.7% |
| All | +55.0% | +446.9% | -391.9% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling