+98.7%
MSI vs FLNC
-70.4%
+169.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.4% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -0.8% | -24.8% | +24.0% | +0.1% |
| 3M | +13.9% | -59.1% | +73.0% | +16.9% |
| 6M | +1.3% | -42.0% | +43.3% | +1.6% |
| YTD | +22.3% | -49.8% | +72.1% | +22.5% |
| 1Y | -3.9% | +43.1% | -46.9% | -10.4% |
| 3Y | +69.9% | -61.0% | +130.8% | +63.4% |
| All | +98.7% | -70.4% | +169.1% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling