+33.1%
MA vs FLR
-12.3%
+45.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | +14.7% | -9.1% | +23.8% | +13.7% |
| 3M | +13.5% | -4.7% | +18.2% | +13.6% |
| 6M | +33.1% | -14.2% | +47.4% | +32.4% |
| All | +33.1% | -12.3% | +45.5% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling