+147.4%
MS vs FLNC
-69.1%
+216.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.4% | -4.9% | +6.2% | +1.8% |
| 30D | -0.3% | -27.3% | +27.0% | +2.7% |
| 3M | +0.3% | -61.9% | +62.2% | +8.9% |
| 6M | +31.3% | -34.5% | +65.8% | +32.3% |
| YTD | +24.7% | -47.7% | +72.3% | +26.9% |
| 1Y | +47.9% | +53.3% | -5.4% | +31.5% |
| 3Y | +178.3% | -62.4% | +240.8% | +163.0% |
| All | +147.4% | -69.1% | +216.5% | +124.7% |
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 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