+60.3%
MAS vs FLNC
-72.5%
+132.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +3.0% | -11.2% | +14.2% | +3.8% |
| 30D | +22.4% | -24.6% | +47.1% | +24.3% |
| 3M | +14.5% | -64.6% | +79.1% | +21.7% |
| 6M | +27.1% | -78.8% | +106.0% | +37.9% |
| YTD | +35.8% | -76.3% | +112.1% | +42.7% |
| 1Y | +39.4% | -71.2% | +110.6% | +43.4% |
| 3Y | +60.3% | -71.9% | +132.2% | +47.6% |
| All | +60.3% | -72.5% | +132.7% | +47.6% |
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