+76.3%
MA vs FLNC
-67.0%
+143.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.7% | -8.1% | -1.7% |
| 7D | -1.8% | +6.0% | -7.7% | -2.0% |
| 30D | +1.4% | -16.3% | +17.7% | +2.1% |
| 3M | +17.7% | -54.1% | +71.9% | +21.4% |
| 6M | +9.7% | -25.3% | +35.0% | +8.6% |
| YTD | +0.5% | -44.2% | +44.7% | +0.2% |
| 1Y | -2.1% | +53.1% | -55.2% | -10.5% |
| 3Y | +40.1% | -58.3% | +98.4% | +32.8% |
| All | +76.3% | -67.0% | +143.4% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling