+13,824.1%
MA vs FLR
+54.3%
+13,769.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -2.7% | +5.4% | -8.1% | -3.9% |
| 30D | +1.5% | +11.4% | -9.9% | -1.8% |
| 3M | +20.4% | +11.4% | +9.0% | +15.7% |
| 6M | +11.1% | +16.6% | -5.5% | +4.5% |
| YTD | +2.0% | +41.7% | -39.8% | -8.9% |
| 1Y | -2.2% | +35.4% | -37.6% | -12.3% |
| 3Y | +41.9% | +57.3% | -15.4% | +15.6% |
| 5Y | +75.4% | +241.0% | -165.6% | +12.1% |
| 10Y | +527.5% | +16.6% | +510.9% | +356.3% |
| All | +13,824.1% | +54.3% | +13,769.9% | +7,874.5% |
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