+513.2%
MA vs FLR
+17.1%
+496.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -3.1% |
| 30D | +0.8% | +4.9% | -4.2% | 0.0% |
| 3M | +14.8% | +10.8% | +4.0% | +12.4% |
| 6M | +10.0% | +19.7% | -9.7% | +5.9% |
| YTD | -0.1% | +38.4% | -38.5% | -6.0% |
| 1Y | -2.2% | +34.7% | -36.9% | -8.0% |
| 3Y | +39.3% | +56.7% | -17.4% | +24.1% |
| 5Y | +66.3% | +241.6% | -175.3% | +30.1% |
| 10Y | +513.2% | +20.2% | +493.0% | +424.4% |
| All | +513.2% | +17.1% | +496.1% | +424.4% |
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