-51.2%
FLUT vs MAS
+61.2%
-112.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.9% | +2.6% |
| 7D | +4.8% | +4.6% | +0.2% | +3.1% |
| 30D | +8.8% | +19.9% | -11.1% | +2.2% |
| 3M | -10.7% | +8.9% | -19.6% | -13.5% |
| 6M | -19.7% | +20.2% | -39.9% | -25.4% |
| YTD | -61.4% | +33.9% | -95.3% | -66.0% |
| 1Y | -61.6% | +34.7% | -96.3% | -66.3% |
| All | -51.2% | +61.2% | -112.4% | -67.1% |
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