+2,417.1%
MSCI vs FLR
-1.6%
+2,418.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | +0.4% | +5.4% | -5.0% | -0.9% |
| 30D | +0.6% | +11.4% | -10.8% | -2.6% |
| 3M | -7.1% | +11.4% | -18.5% | -10.9% |
| 6M | +0.8% | +16.6% | -15.8% | -5.4% |
| YTD | +1.0% | +41.7% | -40.7% | -9.9% |
| 1Y | +4.3% | +35.4% | -31.1% | -6.6% |
| 3Y | +9.9% | +57.3% | -47.4% | -10.6% |
| 5Y | -6.8% | +241.0% | -247.7% | -40.3% |
| 10Y | +614.7% | +16.6% | +598.0% | +407.4% |
| All | +2,417.1% | -1.6% | +2,418.7% | +1,358.2% |
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