+70.7%
MSFU vs FLNC
-43.9%
+114.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.1% |
| 7D | -2.3% | -4.2% | +1.8% | -2.0% |
| 30D | -6.3% | -20.0% | +13.7% | -4.4% |
| 3M | +40.0% | -56.9% | +96.8% | +49.9% |
| 6M | +30.1% | -35.5% | +65.6% | +31.0% |
| YTD | -10.3% | -48.8% | +38.5% | -8.5% |
| 1Y | -19.0% | +49.3% | -68.3% | -27.3% |
| 3Y | +25.8% | -61.8% | +87.6% | +17.0% |
| All | +70.7% | -43.9% | +114.6% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling