+36.3%
MSI vs FLR
+14.6%
+21.7%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.0% |
| 7D | +2.6% | +10.1% | -7.5% | +3.1% |
| 30D | +18.1% | -0.5% | +18.6% | +18.2% |
| 3M | +13.2% | -4.8% | +18.0% | +13.2% |
| 6M | +36.3% | +10.7% | +25.6% | +33.7% |
| All | +36.3% | +14.6% | +21.7% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling