-62.3%
FLUT vs MAS
+32.0%
-94.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -1.1% | +2.0% | -3.0% | -1.7% |
| 30D | +7.7% | +19.4% | -11.7% | +3.0% |
| 3M | -12.2% | +9.4% | -21.6% | -14.7% |
| 6M | -17.6% | +15.3% | -32.9% | -21.1% |
| YTD | -62.0% | +31.3% | -93.3% | -65.4% |
| 1Y | -62.3% | +34.9% | -97.1% | -66.5% |
| All | -62.3% | +32.0% | -94.3% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling