-9.7%
FLUT vs MAS
+137.9%
-147.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.6% |
| 7D | -1.6% | -0.8% | -0.9% | -1.5% |
| 30D | +7.7% | -5.6% | +13.3% | +9.2% |
| 3M | -0.7% | +4.4% | -5.2% | -2.1% |
| 6M | -11.2% | +7.2% | -18.4% | -13.5% |
| YTD | -53.4% | +16.1% | -69.6% | -55.6% |
| 1Y | -65.8% | +0.1% | -65.9% | -66.2% |
| 3Y | -44.9% | +28.3% | -73.2% | -49.0% |
| 5Y | -49.7% | +30.5% | -80.2% | -54.4% |
| All | -9.7% | +137.9% | -147.6% | -23.0% |
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