+621.5%
MAS vs FLR
+603.8%
+17.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.4% |
| 7D | -0.8% | +5.4% | -6.2% | -2.2% |
| 30D | -5.6% | +11.4% | -16.9% | -8.8% |
| 3M | +4.4% | +11.4% | -7.0% | +0.4% |
| 6M | +7.2% | +16.6% | -9.4% | +1.0% |
| YTD | +16.1% | +41.7% | -25.6% | +3.2% |
| 1Y | +0.1% | +35.4% | -35.3% | -10.5% |
| 3Y | +28.3% | +57.3% | -29.0% | +3.6% |
| 5Y | +30.5% | +241.0% | -210.5% | -19.4% |
| 10Y | +139.1% | +16.6% | +122.5% | +62.3% |
| All | +621.5% | +603.8% | +17.7% | +136.0% |
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