+621.5%
MS vs FLR
+603.8%
+17.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | +1.4% | +5.4% | -4.1% | -0.8% |
| 30D | -0.3% | +11.4% | -11.6% | -5.5% |
| 3M | +0.3% | +11.4% | -11.1% | -5.5% |
| 6M | +31.3% | +16.6% | +14.7% | +19.6% |
| YTD | +24.7% | +41.7% | -17.1% | +4.4% |
| 1Y | +47.9% | +35.4% | +12.5% | +25.1% |
| 3Y | +178.3% | +57.3% | +121.0% | +105.7% |
| 5Y | +144.9% | +241.0% | -96.1% | +21.0% |
| 10Y | +804.5% | +16.6% | +787.9% | +410.5% |
| All | +621.5% | +603.8% | +17.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling