+58.6%
MAS vs FLNC
-72.6%
+131.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.4% | -2.1% |
| 7D | +2.0% | -7.9% | +9.8% | +2.4% |
| 30D | +19.4% | -31.3% | +50.7% | +22.0% |
| 3M | +9.4% | -60.1% | +69.5% | +15.5% |
| 6M | +15.3% | -61.1% | +76.5% | +18.8% |
| YTD | +31.3% | -73.4% | +104.7% | +37.0% |
| 1Y | +34.9% | -73.4% | +108.3% | +39.7% |
| 3Y | +58.6% | -71.9% | +130.5% | +44.1% |
| All | +58.6% | -72.6% | +131.2% | +44.1% |
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 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