+631.0%
MSCI vs FLR
+17.1%
+613.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | -1.2% | +4.9% | -6.1% | -1.8% |
| 3M | -8.4% | +10.8% | -19.2% | -10.2% |
| 6M | -1.0% | +19.7% | -20.7% | -4.5% |
| YTD | -2.3% | +38.4% | -40.6% | -7.6% |
| 1Y | -1.2% | +34.7% | -35.9% | -6.6% |
| 3Y | +7.9% | +56.7% | -48.7% | -2.9% |
| 5Y | -10.1% | +241.6% | -251.7% | -27.5% |
| 10Y | +631.0% | +20.2% | +610.8% | +484.5% |
| All | +631.0% | +17.1% | +613.8% | +484.5% |
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