+77.1%
MSI vs FLR
+35.7%
+41.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | +3.2% | +5.4% | -2.1% | +2.9% |
| 30D | +17.6% | +2.8% | +14.8% | +17.3% |
| 3M | +14.5% | -6.4% | +20.9% | +14.9% |
| 6M | +34.3% | +8.8% | +25.5% | +32.4% |
| YTD | +39.7% | +23.6% | +16.1% | +36.8% |
| 1Y | +40.2% | +13.8% | +26.4% | +38.0% |
| 3Y | +77.1% | +36.5% | +40.7% | +65.7% |
| All | +77.1% | +35.7% | +41.5% | +65.7% |
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