-19.6%
MSFU vs FLR
+31.2%
-50.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -4.0% |
| 7D | -5.7% | +5.4% | -11.1% | -6.0% |
| 30D | +4.2% | +11.4% | -7.2% | +3.2% |
| 3M | +27.9% | +11.4% | +16.5% | +25.6% |
| 6M | +37.1% | +16.6% | +20.5% | +32.5% |
| YTD | -7.4% | +41.7% | -49.1% | -13.6% |
| 1Y | -19.6% | +35.4% | -55.0% | -24.8% |
| All | -19.6% | +31.2% | -50.8% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling