+172.3%
MS vs FLNC
-71.1%
+243.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +1.0% |
| 7D | +0.8% | -10.7% | +11.5% | +1.7% |
| 30D | -0.7% | -33.9% | +33.2% | +2.4% |
| 3M | -12.4% | -61.2% | +48.8% | -6.1% |
| 6M | -1.7% | -79.7% | +77.9% | +8.9% |
| YTD | +8.0% | -75.2% | +83.2% | +16.0% |
| 1Y | +16.2% | -77.5% | +93.7% | +25.0% |
| All | +172.3% | -71.1% | +243.5% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling