+18.9%
MAS vs FLNC
-67.0%
+86.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.1% | -3.0% |
| 7D | +1.0% | +6.0% | -5.0% | +0.4% |
| 30D | -8.1% | -16.3% | +8.2% | -6.7% |
| 3M | +3.3% | -54.1% | +57.4% | +9.9% |
| 6M | +12.4% | -25.3% | +37.7% | +11.0% |
| YTD | +13.3% | -44.2% | +57.5% | +13.4% |
| 1Y | -4.7% | +53.1% | -57.8% | -18.2% |
| 3Y | +33.0% | -58.3% | +91.3% | +21.3% |
| All | +18.9% | -67.0% | +86.0% | +3.1% |
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