+181.3%
MS vs FLR
+58.4%
+122.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +1.4% | +5.4% | -4.1% | -0.2% |
| 30D | -0.3% | +11.4% | -11.6% | -3.9% |
| 3M | +0.3% | +11.4% | -11.1% | -3.7% |
| 6M | +31.3% | +16.6% | +14.7% | +23.0% |
| YTD | +24.7% | +41.7% | -17.1% | +9.5% |
| 1Y | +47.9% | +35.4% | +12.5% | +31.0% |
| All | +181.3% | +58.4% | +122.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling