+1,685.4%
FLUT vs MOS
+170.5%
+1,514.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.3% |
| 7D | +4.8% | +22.5% | -17.7% | +4.1% |
| 30D | +8.8% | +6.6% | +2.2% | +8.5% |
| 3M | -10.7% | -3.8% | -6.9% | -10.6% |
| 6M | -19.7% | -2.2% | -17.5% | -19.8% |
| YTD | -61.4% | -4.8% | -56.6% | -61.5% |
| 1Y | -61.6% | -11.7% | -49.9% | -61.6% |
| 3Y | -51.4% | -26.5% | -24.9% | -51.3% |
| 5Y | -51.0% | -32.2% | -18.8% | -50.8% |
| 10Y | -25.2% | +10.2% | -35.3% | -24.9% |
| All | +1,685.4% | +170.5% | +1,514.9% | +1,606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling