+3,971.9%
MU vs FLEX
+569.1%
+3,402.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +2.3% |
| 7D | -22.0% | -19.3% | -2.7% | -10.6% |
| 30D | -36.6% | -41.5% | +5.0% | -12.4% |
| 3M | -21.7% | -43.1% | +21.4% | +9.1% |
| 6M | +3.5% | -48.2% | +51.8% | +57.4% |
| YTD | +141.9% | +15.5% | +126.4% | +114.3% |
| 1Y | +189.8% | +10.2% | +179.6% | +164.5% |
| 3Y | +855.4% | +256.8% | +598.5% | +347.6% |
| 5Y | +869.2% | +408.2% | +460.9% | +262.8% |
| All | +3,971.9% | +569.1% | +3,402.9% | +1,093.3% |
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 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