+545.7%
MS vs FLR
+8.6%
+537.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.8% | +5.1% | -4.3% | -0.4% |
| 30D | -0.7% | -0.5% | -0.2% | -0.7% |
| 3M | -12.4% | -3.5% | -8.9% | -11.9% |
| 6M | -1.7% | +16.5% | -18.2% | -6.1% |
| YTD | +8.0% | +27.3% | -19.2% | +0.3% |
| 1Y | +16.2% | +10.6% | +5.6% | +11.3% |
| 3Y | +171.3% | +39.4% | +131.9% | +138.1% |
| 5Y | +124.8% | +126.4% | -1.6% | +73.3% |
| All | +545.7% | +8.6% | +537.1% | +445.7% |
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