+145.7%
MS vs FLNC
-67.0%
+212.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.3% | -1.3% |
| 7D | +2.5% | +6.0% | -3.5% | +1.9% |
| 30D | 0.0% | -16.3% | +16.3% | +1.6% |
| 3M | +2.4% | -54.1% | +56.6% | +9.4% |
| 6M | +36.4% | -25.3% | +61.7% | +35.6% |
| YTD | +23.8% | -44.2% | +68.0% | +25.2% |
| 1Y | +48.6% | +53.1% | -4.5% | +32.3% |
| 3Y | +179.1% | -58.3% | +237.5% | +160.8% |
| All | +145.7% | -67.0% | +212.7% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling