+176.8%
MS vs FLR
+40.2%
+136.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -1.7% | +6.3% | -8.1% | -3.4% |
| 30D | +0.9% | +1.8% | -0.9% | +0.3% |
| 3M | -10.8% | -4.4% | -6.4% | -10.1% |
| 6M | +0.9% | +15.9% | -15.0% | -4.5% |
| YTD | +9.8% | +27.7% | -17.9% | -0.5% |
| 1Y | +17.1% | +11.6% | +5.5% | +10.3% |
| All | +176.8% | +40.2% | +136.5% | +112.4% |
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