+899.8%
MSI vs FLR
+603.8%
+296.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -3.7% | +5.4% | -9.1% | -4.8% |
| 30D | +6.8% | +11.4% | -4.6% | +3.7% |
| 3M | +14.3% | +11.4% | +2.9% | +10.2% |
| 6M | -1.6% | +16.6% | -18.2% | -6.4% |
| YTD | +22.8% | +41.7% | -18.9% | +11.3% |
| 1Y | -1.1% | +35.4% | -36.5% | -10.1% |
| 3Y | +70.5% | +57.3% | +13.2% | +42.0% |
| 5Y | +102.8% | +241.0% | -138.2% | +34.7% |
| 10Y | +597.4% | +16.6% | +580.8% | +397.5% |
| All | +899.8% | +603.8% | +296.0% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling