-9.3%
FLUT vs MKSI
+524.1%
-533.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | +0.4% | +2.7% | -2.2% | +0.1% |
| 30D | +2.5% | -12.8% | +15.3% | +4.3% |
| 3M | -9.2% | -22.5% | +13.3% | -7.5% |
| 6M | -8.2% | +19.4% | -27.6% | -13.8% |
| YTD | -53.2% | +67.7% | -121.0% | -59.0% |
| 1Y | -65.6% | +131.4% | -197.0% | -71.6% |
| 3Y | -43.6% | +197.3% | -240.9% | -56.9% |
| 5Y | -50.3% | +87.0% | -137.3% | -61.0% |
| All | -9.3% | +524.1% | -533.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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