+41.1%
MS vs FLNC
+41.0%
+0.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.9% |
| 7D | -2.1% | -5.0% | +2.9% | -1.7% |
| 30D | -1.1% | -26.1% | +25.0% | +1.2% |
| 3M | +3.5% | -55.2% | +58.7% | +9.2% |
| 6M | +33.7% | -42.6% | +76.3% | +36.7% |
| YTD | +21.8% | -51.0% | +72.8% | +25.0% |
| 1Y | +41.1% | +43.3% | -2.2% | +40.1% |
| All | +41.1% | +41.0% | +0.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling