-26.1%
FLUT vs MOS
+6.2%
-32.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.3% |
| 7D | -6.5% | +19.7% | -26.1% | -7.3% |
| 30D | +2.8% | +21.5% | -18.7% | +1.7% |
| 3M | -13.5% | -0.4% | -13.0% | -13.5% |
| 6M | -19.0% | +4.5% | -23.5% | -19.3% |
| YTD | -61.9% | -2.9% | -59.0% | -62.0% |
| 1Y | -63.2% | -7.7% | -55.5% | -63.3% |
| 3Y | -46.0% | -25.6% | -20.4% | -46.0% |
| 5Y | -51.8% | -31.2% | -20.6% | -51.0% |
| 10Y | -26.1% | +2.8% | -28.9% | -19.9% |
| All | -26.1% | +6.2% | -32.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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