+30,983.3%
MSFT vs FLEX
+7,523.3%
+23,460.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +2.7% | -10.1% | +12.9% | +4.9% |
| 3M | +17.0% | -31.3% | +48.3% | +24.9% |
| 6M | +23.8% | +71.3% | -47.4% | +4.4% |
| YTD | +4.0% | +81.2% | -77.3% | -13.9% |
| 1Y | -0.8% | +98.5% | -99.3% | -20.1% |
| 3Y | +55.6% | +428.2% | -372.6% | -3.0% |
| 5Y | +72.9% | +657.3% | -584.4% | -1.7% |
| 10Y | +875.8% | +995.9% | -120.1% | +371.2% |
| All | +30,983.3% | +7,523.3% | +23,460.0% | +9,536.8% |
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