+140.2%
MAS vs FLR
+16.7%
+123.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -0.8% | +5.4% | -6.2% | -1.5% |
| 30D | -5.6% | +11.4% | -16.9% | -7.1% |
| 3M | +4.4% | +11.4% | -7.0% | +2.5% |
| 6M | +7.2% | +16.6% | -9.4% | +4.2% |
| YTD | +16.1% | +41.7% | -25.6% | +9.8% |
| 1Y | +0.1% | +35.4% | -35.3% | -5.0% |
| 3Y | +28.3% | +57.3% | -29.0% | +16.3% |
| 5Y | +30.5% | +241.0% | -210.5% | +6.8% |
| All | +140.2% | +16.7% | +123.5% | +123.1% |
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