-45.3%
FLUT vs MOS
-28.2%
-17.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | +9.3% | +15.3% | -6.1% | +7.9% |
| 3M | -17.5% | +1.5% | -19.0% | -17.4% |
| 6M | -14.6% | -2.0% | -12.6% | -14.5% |
| YTD | -62.3% | -6.5% | -55.7% | -62.6% |
| 1Y | -59.6% | -11.1% | -48.6% | -59.7% |
| 3Y | -45.3% | -30.3% | -15.0% | -45.3% |
| All | -45.3% | -28.2% | -17.1% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling