+15,614.6%
MA vs FLR
+27.7%
+15,586.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +14.7% | -9.1% | +23.8% | +16.9% |
| 3M | +13.5% | -4.7% | +18.2% | +13.4% |
| 6M | +33.1% | -14.2% | +47.4% | +34.6% |
| YTD | +15.1% | +17.3% | -2.2% | +6.9% |
| 1Y | +18.7% | +4.3% | +14.5% | +13.3% |
| 3Y | +72.1% | +30.7% | +41.3% | +46.2% |
| 5Y | +92.8% | +101.3% | -8.5% | +40.8% |
| 10Y | +571.6% | +12.4% | +559.3% | +380.0% |
| All | +15,614.6% | +27.7% | +15,586.9% | +9,264.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling