-2.1%
MA vs FLR
+36.1%
-38.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.4% |
| 7D | -1.8% | +0.7% | -2.4% | -1.7% |
| 30D | +1.4% | -0.7% | +2.1% | +1.5% |
| 3M | +17.7% | +14.3% | +3.4% | +18.2% |
| 6M | +9.7% | +25.6% | -15.9% | +9.1% |
| YTD | +0.5% | +42.9% | -42.4% | -0.2% |
| 1Y | -2.1% | +38.7% | -40.8% | -1.2% |
| All | -2.1% | +36.1% | -38.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling