-3.5%
MSFU vs FLNC
-69.0%
+65.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +10.2% | +3.3% | +12.2% |
| 7D | +8.2% | -2.1% | +10.3% | +8.4% |
| 30D | +10.2% | -20.8% | +31.0% | +12.8% |
| 3M | +22.9% | -61.3% | +84.2% | +35.3% |
| 6M | +63.2% | -50.9% | +114.0% | +65.9% |
| YTD | +11.7% | -69.4% | +81.1% | +20.4% |
| 1Y | -3.5% | -68.4% | +64.9% | +1.0% |
| All | -3.5% | -69.0% | +65.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling