+761.7%
MAS vs FLR
+496.7%
+265.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | +14.2% | +1.4% | +12.8% | +13.7% |
| 30D | +26.8% | -5.9% | +32.7% | +28.5% |
| 3M | +13.1% | -7.6% | +20.8% | +14.5% |
| 6M | +27.9% | -9.3% | +37.2% | +28.8% |
| YTD | +38.7% | +20.1% | +18.5% | +28.3% |
| 1Y | +40.4% | +3.0% | +37.4% | +35.2% |
| 3Y | +66.1% | +29.9% | +36.2% | +41.0% |
| 5Y | +47.4% | +134.6% | -87.2% | +1.4% |
| 10Y | +238.3% | +15.1% | +223.3% | +125.3% |
| All | +761.7% | +496.7% | +265.0% | +193.6% |
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