+593.1%
MA vs FLR
+7.4%
+585.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +1.3% | +5.4% | -4.1% | +0.6% |
| 30D | +9.6% | +2.8% | +6.8% | +9.0% |
| 3M | +16.8% | -6.4% | +23.2% | +17.4% |
| 6M | +35.2% | +8.8% | +26.4% | +32.0% |
| YTD | +16.6% | +23.6% | -7.0% | +11.0% |
| 1Y | +19.8% | +13.8% | +6.0% | +15.3% |
| 3Y | +70.7% | +36.5% | +34.2% | +54.7% |
| 5Y | +87.4% | +119.3% | -31.9% | +55.5% |
| All | +593.1% | +7.4% | +585.7% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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