+872.1%
MSFT vs FLR
+18.3%
+853.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | -3.5% | -6.9% | +3.4% | -2.7% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | +24.2% | +14.3% | +9.8% | +21.8% |
| 6M | +21.9% | +19.1% | +2.7% | +18.4% |
| YTD | +2.5% | +35.1% | -32.7% | -2.0% |
| 1Y | -0.8% | +29.5% | -30.2% | -4.8% |
| 3Y | +50.8% | +53.0% | -2.2% | +39.4% |
| 5Y | +73.5% | +238.9% | -165.4% | +46.8% |
| All | +872.1% | +18.3% | +853.8% | +809.7% |
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