+69.3%
MSI vs FLR
+60.4%
+8.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -5.8% | +0.7% | -6.4% | -5.8% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +14.2% | +14.3% | -0.2% | +12.5% |
| 6M | +1.0% | +25.6% | -24.5% | -1.2% |
| YTD | +21.5% | +42.9% | -21.4% | +17.4% |
| 1Y | -2.1% | +38.7% | -40.9% | -5.5% |
| 3Y | +69.3% | +61.8% | +7.6% | +49.7% |
| All | +69.3% | +60.4% | +8.9% | +49.7% |
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