+33.8%
MAS vs FLNC
-62.3%
+96.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | -0.8% | -4.9% | +4.1% | -0.4% |
| 30D | -5.6% | -27.3% | +21.7% | -3.6% |
| 3M | +4.4% | -61.9% | +66.3% | +10.6% |
| 6M | +7.2% | -34.5% | +41.7% | +7.1% |
| YTD | +16.1% | -47.7% | +63.8% | +16.5% |
| 1Y | +0.1% | +53.3% | -53.2% | -12.8% |
| All | +33.8% | -62.3% | +96.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling