-22.9%
FLUT vs MOS
-1.8%
-21.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.7% |
| 7D | +4.5% | +5.5% | -0.9% | +4.3% |
| 30D | +9.2% | +21.0% | -11.7% | +8.1% |
| 3M | -13.7% | -0.5% | -13.2% | -13.7% |
| 6M | -9.0% | +6.6% | -15.6% | -9.5% |
| YTD | -60.2% | -2.8% | -57.5% | -60.4% |
| 1Y | -63.1% | -8.1% | -55.1% | -63.2% |
| 3Y | -42.5% | -25.6% | -16.9% | -42.4% |
| 5Y | -47.6% | -29.8% | -17.8% | -46.8% |
| 10Y | -22.9% | +0.6% | -23.4% | -16.9% |
| All | -22.9% | -1.8% | -21.1% | -16.9% |
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