+794.2%
MS vs FLR
+18.9%
+775.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | 0.0% | -0.7% | +0.6% | -0.1% |
| 3M | +2.4% | +14.3% | -11.9% | -1.4% |
| 6M | +36.4% | +25.6% | +10.8% | +27.4% |
| YTD | +23.8% | +42.9% | -19.1% | +12.1% |
| 1Y | +48.6% | +38.7% | +9.9% | +34.9% |
| 3Y | +179.1% | +61.8% | +117.4% | +137.0% |
| 5Y | +144.8% | +254.1% | -109.3% | +70.5% |
| 10Y | +794.2% | +20.0% | +774.1% | +631.3% |
| All | +794.2% | +18.9% | +775.3% | +631.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling