+212.3%
MAS vs FLR
+7.4%
+204.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.0% | +5.4% | -2.4% | +2.3% |
| 30D | +22.4% | +2.8% | +19.6% | +21.8% |
| 3M | +14.5% | -6.4% | +20.9% | +15.2% |
| 6M | +27.1% | +8.8% | +18.4% | +24.9% |
| YTD | +35.8% | +23.6% | +12.2% | +30.5% |
| 1Y | +39.4% | +13.8% | +25.6% | +35.4% |
| 3Y | +60.3% | +36.5% | +23.8% | +48.0% |
| 5Y | +39.4% | +119.3% | -79.9% | +20.4% |
| All | +212.3% | +7.4% | +204.9% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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