+26.9%
MSFU vs FLR
+60.4%
-33.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -3.2% | +0.7% | -3.8% | -3.3% |
| 30D | -3.1% | -0.7% | -2.5% | -3.2% |
| 3M | +35.3% | +14.3% | +20.9% | +29.2% |
| 6M | +31.6% | +25.6% | +6.0% | +20.5% |
| YTD | -9.5% | +42.9% | -52.4% | -20.8% |
| 1Y | -18.4% | +38.7% | -57.2% | -28.5% |
| 3Y | +26.9% | +61.8% | -34.8% | -0.7% |
| All | +26.9% | +60.4% | -33.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling