-63.5%
FLUT vs MOS
-7.3%
-56.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.6% |
| 7D | +4.5% | +5.5% | -0.9% | +4.5% |
| 30D | +9.2% | +21.0% | -11.7% | +9.3% |
| 3M | -13.7% | -0.5% | -13.2% | -13.3% |
| 6M | -9.0% | +6.6% | -15.6% | -8.3% |
| YTD | -60.2% | -2.8% | -57.5% | -61.5% |
| All | -63.5% | -7.3% | -56.3% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling