+120.1%
MAR vs FLR
+35.7%
+84.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +1.6% | +5.4% | -3.8% | +0.6% |
| 30D | +13.8% | +2.8% | +11.0% | +13.1% |
| 3M | +20.3% | -6.4% | +26.7% | +21.1% |
| 6M | +21.3% | +8.8% | +12.5% | +17.3% |
| YTD | +37.2% | +23.6% | +13.6% | +27.4% |
| 1Y | +48.4% | +13.8% | +34.6% | +40.2% |
| 3Y | +120.1% | +36.5% | +83.7% | +76.5% |
| All | +120.1% | +35.7% | +84.4% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling