+73.5%
MSFT vs FLEX
+657.3%
-583.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +2.7% | -10.1% | +12.9% | +4.5% |
| 3M | +17.0% | -31.3% | +48.3% | +23.3% |
| 6M | +23.8% | +71.3% | -47.4% | +1.9% |
| YTD | +4.0% | +81.2% | -77.3% | -16.5% |
| 1Y | -0.8% | +98.5% | -99.3% | -23.3% |
| 3Y | +55.6% | +428.2% | -372.6% | -18.1% |
| All | +73.5% | +657.3% | -583.8% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling