+2,094.4%
MAR vs FLR
+603.8%
+1,490.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.8% |
| 7D | -4.2% | +5.4% | -9.6% | -5.7% |
| 30D | -6.7% | +11.4% | -18.1% | -10.5% |
| 3M | -12.5% | +11.4% | -23.9% | -16.8% |
| 6M | +0.6% | +16.6% | -16.1% | -6.7% |
| YTD | +9.1% | +41.7% | -32.6% | -5.2% |
| 1Y | +26.2% | +35.4% | -9.2% | +10.3% |
| 3Y | +68.2% | +57.3% | +10.8% | +32.4% |
| 5Y | +163.9% | +241.0% | -77.1% | +54.8% |
| 10Y | +420.6% | +16.6% | +403.9% | +241.6% |
| All | +2,094.4% | +603.8% | +1,490.6% | +729.1% |
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