+58.6%
MAS vs FLR
+27.4%
+31.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.3% | -2.5% |
| 7D | +2.0% | -0.8% | +2.8% | +2.0% |
| 30D | +19.4% | -9.1% | +28.5% | +21.1% |
| 3M | +9.4% | -4.7% | +14.1% | +9.8% |
| 6M | +15.3% | -14.2% | +29.6% | +17.0% |
| YTD | +31.3% | +17.3% | +14.0% | +26.1% |
| 1Y | +34.9% | +4.3% | +30.6% | +31.9% |
| 3Y | +58.6% | +30.7% | +27.9% | +29.7% |
| All | +58.6% | +27.4% | +31.1% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling