+2,037.5%
FLUT vs MKSI
+2,904.7%
-867.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.4% |
| 7D | -2.6% | +6.6% | -9.2% | -3.1% |
| 30D | +5.4% | -8.2% | +13.6% | +6.0% |
| 3M | -10.8% | -16.4% | +5.6% | -10.4% |
| 6M | -9.2% | +23.0% | -32.2% | -12.4% |
| YTD | -53.8% | +68.2% | -122.0% | -57.0% |
| 1Y | -66.0% | +148.6% | -214.5% | -69.5% |
| 3Y | -44.7% | +196.0% | -240.6% | -52.0% |
| 5Y | -50.6% | +87.4% | -137.9% | -56.5% |
| 10Y | -10.4% | +523.8% | -534.2% | -24.1% |
| All | +2,037.5% | +2,904.7% | -867.2% | +1,652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling