+114.4%
MS vs FLNC
-85.3%
+199.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +1.1% |
| 7D | +0.8% | -10.7% | +11.5% | +1.8% |
| 30D | -0.7% | -33.9% | +33.2% | +3.1% |
| 3M | -12.4% | -61.2% | +48.8% | -4.6% |
| 6M | -1.7% | -79.7% | +77.9% | +11.6% |
| YTD | +8.0% | -75.2% | +83.2% | +17.5% |
| 1Y | +16.2% | -77.5% | +93.7% | +26.6% |
| 3Y | +171.3% | -71.4% | +242.7% | +158.7% |
| 5Y | +124.8% | -85.6% | +210.4% | +117.1% |
| All | +114.4% | -85.3% | +199.7% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling