+568.4%
MA vs FLR
+10.4%
+558.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.8% | +5.1% | -3.3% | +1.1% |
| 30D | +11.8% | -0.5% | +12.3% | +11.7% |
| 3M | +17.2% | -3.5% | +20.6% | +17.3% |
| 6M | +33.4% | +16.5% | +16.9% | +29.1% |
| YTD | +16.1% | +27.3% | -11.1% | +10.2% |
| 1Y | +19.9% | +10.6% | +9.3% | +16.0% |
| 3Y | +70.1% | +39.4% | +30.7% | +53.9% |
| 5Y | +89.6% | +126.4% | -36.8% | +56.9% |
| 10Y | +568.4% | +8.4% | +560.0% | +500.3% |
| All | +568.4% | +10.4% | +558.1% | +500.3% |
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