+73.2%
MSFU vs FLNC
-44.9%
+118.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.3% | +0.9% |
| 7D | -1.8% | -4.1% | +2.3% | -1.5% |
| 30D | +0.5% | -24.8% | +25.3% | +3.1% |
| 3M | +51.9% | -59.1% | +111.0% | +63.6% |
| 6M | +35.0% | -42.0% | +76.9% | +37.3% |
| YTD | -9.0% | -49.8% | +40.8% | -7.1% |
| 1Y | -18.8% | +43.1% | -61.9% | -26.8% |
| 3Y | +25.5% | -61.0% | +86.5% | +16.2% |
| All | +73.2% | -44.9% | +118.1% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling