+122.9%
MS vs FLR
+112.0%
+10.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +5.1% | +5.4% | -0.3% | +3.5% |
| 30D | +5.7% | +2.8% | +2.8% | +4.7% |
| 3M | -12.2% | -6.4% | -5.8% | -10.9% |
| 6M | -0.5% | +8.8% | -9.3% | -4.1% |
| YTD | +9.8% | +23.6% | -13.8% | +0.8% |
| 1Y | +17.7% | +13.8% | +3.9% | +10.5% |
| 3Y | +176.8% | +36.5% | +140.4% | +131.4% |
| All | +122.9% | +112.0% | +10.9% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling