+75.8%
MA vs FLNC
-70.4%
+146.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | -1.7% | -4.1% | +2.3% | -1.6% |
| 30D | +1.7% | -24.8% | +26.5% | +2.9% |
| 3M | +17.2% | -59.1% | +76.3% | +21.5% |
| 6M | +13.3% | -42.0% | +55.3% | +13.7% |
| YTD | +0.2% | -49.8% | +50.0% | +0.4% |
| 1Y | -2.7% | +43.1% | -45.8% | -10.9% |
| 3Y | +39.1% | -61.0% | +100.0% | +31.8% |
| All | +75.8% | -70.4% | +146.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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