-4.7%
MAS vs FLNC
+45.6%
-50.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.1% | -2.6% |
| 7D | +1.0% | +6.0% | -5.0% | +0.8% |
| 30D | -8.1% | -16.3% | +8.2% | -7.7% |
| 3M | +3.3% | -54.1% | +57.4% | +4.6% |
| 6M | +12.4% | -25.3% | +37.7% | +12.1% |
| YTD | +13.3% | -44.2% | +57.5% | +12.8% |
| 1Y | -4.7% | +53.1% | -57.8% | -5.1% |
| All | -4.7% | +45.6% | -50.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling