+96.1%
MSI vs FLNC
-69.8%
+165.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.7% | -0.4% |
| 7D | -4.0% | -4.2% | +0.2% | -3.9% |
| 30D | -0.5% | -20.0% | +19.5% | +0.2% |
| 3M | +11.4% | -56.9% | +68.3% | +14.1% |
| 6M | +1.0% | -35.5% | +36.5% | +0.8% |
| YTD | +20.7% | -48.8% | +69.5% | +20.8% |
| 1Y | -2.7% | +49.3% | -52.0% | -9.5% |
| 3Y | +68.2% | -61.8% | +130.0% | +62.3% |
| All | +96.1% | -69.8% | +165.8% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling