+95.0%
MSFU vs FLR
+97.6%
-2.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.6% | -4.4% |
| 7D | +4.0% | +5.1% | -1.1% | +2.7% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | +7.1% | -3.5% | +10.6% | +7.7% |
| 6M | +48.9% | +16.5% | +32.4% | +39.2% |
| YTD | +2.4% | +27.3% | -24.8% | -8.7% |
| 1Y | -8.1% | +10.6% | -18.7% | -14.4% |
| 3Y | +25.2% | +39.4% | -14.2% | -0.9% |
| All | +95.0% | +97.6% | -2.5% | +21.0% |
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