-43.9%
FLUT vs MAS
+29.0%
-72.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.8% |
| 7D | -1.6% | -0.8% | -0.9% | -1.4% |
| 30D | +7.7% | -5.6% | +13.3% | +9.7% |
| 3M | -0.7% | +4.4% | -5.2% | -2.9% |
| 6M | -11.2% | +7.2% | -18.4% | -14.7% |
| YTD | -53.4% | +16.1% | -69.6% | -56.9% |
| 1Y | -65.8% | +0.1% | -65.9% | -66.4% |
| All | -43.9% | +29.0% | -72.9% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling