-51.8%
FLUT vs MOS
-31.8%
-20.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.2% |
| 7D | -6.5% | +19.7% | -26.1% | -8.4% |
| 30D | +2.8% | +21.5% | -18.7% | +0.5% |
| 3M | -13.5% | -0.4% | -13.0% | -13.5% |
| 6M | -19.0% | +4.5% | -23.5% | -19.7% |
| YTD | -61.9% | -2.9% | -59.0% | -62.3% |
| 1Y | -63.2% | -7.7% | -55.5% | -63.4% |
| 3Y | -46.0% | -25.6% | -20.4% | -45.9% |
| 5Y | -51.8% | -31.2% | -20.6% | -48.8% |
| All | -51.8% | -31.8% | -20.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling