+88.0%
MSFU vs FLR
+91.9%
-3.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.8% | +5.4% | -8.1% | -4.1% |
| 30D | -5.3% | +2.8% | -8.1% | -6.0% |
| 3M | +7.2% | -6.4% | +13.6% | +8.7% |
| 6M | +51.0% | +8.8% | +42.2% | +44.0% |
| YTD | -1.2% | +23.6% | -24.8% | -11.3% |
| 1Y | -10.3% | +13.8% | -24.1% | -17.4% |
| 3Y | +22.2% | +36.5% | -14.3% | -2.8% |
| All | +88.0% | +91.9% | -3.8% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling