+607.1%
MS vs FLR
+11.0%
+596.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -1.3% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | -3.8% | -9.1% | +5.3% | -1.7% |
| 3M | -14.6% | -4.7% | -9.9% | -14.2% |
| 6M | -5.1% | -14.2% | +9.2% | -3.0% |
| YTD | +4.5% | +17.3% | -12.8% | -1.1% |
| 1Y | +13.5% | +4.3% | +9.3% | +10.3% |
| 3Y | +160.4% | +30.7% | +129.7% | +131.8% |
| 5Y | +112.9% | +101.3% | +11.6% | +68.2% |
| All | +607.1% | +11.0% | +596.1% | +478.9% |
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