-26.3%
FLUT vs MOS
+8.6%
-35.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -1.1% | +21.6% | -22.7% | -2.1% |
| 30D | +7.7% | +12.0% | -4.3% | +7.0% |
| 3M | -12.2% | -3.9% | -8.3% | -12.1% |
| 6M | -17.6% | -3.3% | -14.2% | -17.6% |
| YTD | -62.0% | -4.6% | -57.4% | -62.1% |
| 1Y | -62.3% | -7.0% | -55.3% | -62.3% |
| 3Y | -52.0% | -24.4% | -27.5% | -51.9% |
| 5Y | -51.8% | -32.1% | -19.7% | -51.0% |
| All | -26.3% | +8.6% | -35.0% | -19.7% |
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