+38.4%
MAS vs FLNC
-84.3%
+122.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -5.0% | -1.8% |
| 7D | +2.4% | -7.9% | +10.2% | +2.9% |
| 30D | +19.8% | -31.3% | +51.1% | +23.4% |
| 3M | +9.8% | -60.1% | +69.9% | +18.4% |
| 6M | +15.8% | -61.1% | +76.9% | +20.7% |
| YTD | +31.8% | -73.4% | +105.2% | +40.0% |
| 1Y | +35.4% | -73.4% | +108.8% | +42.5% |
| 3Y | +59.2% | -71.9% | +131.1% | +47.7% |
| 5Y | +41.2% | -84.7% | +125.9% | +29.8% |
| All | +38.4% | -84.3% | +122.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling