+732.0%
MAS vs FLR
+463.7%
+268.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.9% |
| 7D | +4.6% | -5.4% | +10.0% | +6.1% |
| 30D | +19.9% | -13.5% | +33.4% | +24.3% |
| 3M | +8.9% | -10.8% | +19.7% | +11.3% |
| 6M | +20.2% | -15.1% | +35.3% | +23.2% |
| YTD | +33.9% | +13.5% | +20.4% | +25.8% |
| 1Y | +34.7% | -5.1% | +39.8% | +32.7% |
| 3Y | +60.4% | +22.7% | +37.7% | +38.2% |
| 5Y | +43.5% | +94.8% | -51.3% | +4.3% |
| 10Y | +226.7% | +8.7% | +218.0% | +120.9% |
| All | +732.0% | +463.7% | +268.3% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling