+33.8%
MAS vs FLR
+58.4%
-24.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | -0.8% | +5.4% | -6.2% | -1.7% |
| 30D | -5.6% | +11.4% | -16.9% | -7.6% |
| 3M | +4.4% | +11.4% | -7.0% | +1.9% |
| 6M | +7.2% | +16.6% | -9.4% | +3.1% |
| YTD | +16.1% | +41.7% | -25.6% | +7.7% |
| 1Y | +0.1% | +35.4% | -35.3% | -6.7% |
| All | +33.8% | +58.4% | -24.7% | +5.9% |
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