+46.2%
MSFT vs FLR
+35.7%
+10.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.3% | +5.4% | -6.6% | -1.9% |
| 30D | -1.8% | +2.8% | -4.7% | -2.3% |
| 3M | +5.6% | -6.4% | +12.0% | +6.2% |
| 6M | +29.8% | +8.8% | +21.0% | +27.0% |
| YTD | +9.0% | +23.6% | -14.6% | +3.5% |
| 1Y | +4.9% | +13.8% | -8.9% | +0.9% |
| 3Y | +46.2% | +36.5% | +9.7% | +30.6% |
| All | +46.2% | +35.7% | +10.5% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling