+41.0%
MAS vs FLR
+93.7%
-52.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.3% | -2.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +19.4% | -9.1% | +28.5% | +21.4% |
| 3M | +9.4% | -4.7% | +14.1% | +9.8% |
| 6M | +15.3% | -14.2% | +29.6% | +17.3% |
| YTD | +31.3% | +17.3% | +14.0% | +24.7% |
| 1Y | +34.9% | +4.3% | +30.6% | +31.0% |
| 3Y | +58.6% | +30.7% | +27.9% | +35.5% |
| All | +41.0% | +93.7% | -52.7% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling