+51.2%
MSFT vs FLR
+60.4%
-9.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -1.0% | -0.7% | -0.4% | -1.0% |
| 3M | +20.2% | +14.3% | +5.9% | +17.4% |
| 6M | +21.3% | +25.6% | -4.3% | +16.0% |
| YTD | +2.8% | +42.9% | -40.1% | -3.9% |
| 1Y | 0.0% | +38.7% | -38.8% | -6.5% |
| 3Y | +51.2% | +61.8% | -10.5% | +31.2% |
| All | +51.2% | +60.4% | -9.2% | +31.2% |
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 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