+597.6%
MSI vs FLR
+18.3%
+579.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -1.8% | -6.9% | +5.1% | -1.0% |
| 30D | -0.6% | +1.1% | -1.8% | -0.8% |
| 3M | +13.0% | +14.3% | -1.3% | +10.8% |
| 6M | +0.5% | +19.1% | -18.6% | -2.0% |
| YTD | +21.7% | +35.1% | -13.4% | +16.8% |
| 1Y | -2.6% | +29.5% | -32.1% | -6.5% |
| 3Y | +69.7% | +53.0% | +16.7% | +56.0% |
| 5Y | +102.8% | +238.9% | -136.1% | +68.4% |
| All | +597.6% | +18.3% | +579.3% | +468.5% |
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