-25.2%
FLUT vs MAS
+219.8%
-245.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +2.3% |
| 7D | +4.8% | +4.6% | +0.2% | +3.6% |
| 30D | +8.8% | +19.9% | -11.1% | +4.0% |
| 3M | -10.7% | +8.9% | -19.6% | -12.7% |
| 6M | -19.7% | +20.2% | -39.9% | -23.7% |
| YTD | -61.4% | +33.9% | -95.3% | -64.5% |
| 1Y | -61.6% | +34.7% | -96.3% | -64.8% |
| 3Y | -51.4% | +60.4% | -111.8% | -57.3% |
| 5Y | -51.0% | +43.5% | -94.5% | -57.1% |
| All | -25.2% | +219.8% | -245.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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