-51.2%
FLUT vs MOS
-26.7%
-24.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.2% |
| 7D | +4.8% | +22.5% | -17.7% | +3.0% |
| 30D | +8.8% | +6.6% | +2.2% | +8.3% |
| 3M | -10.7% | -3.8% | -6.9% | -10.3% |
| 6M | -19.7% | -2.2% | -17.5% | -19.6% |
| YTD | -61.4% | -4.8% | -56.6% | -61.8% |
| 1Y | -61.6% | -11.7% | -49.9% | -61.6% |
| All | -51.2% | -26.7% | -24.5% | -52.1% |
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