+2,054.3%
FLUT vs MOS
+210.5%
+1,843.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | -1.6% | +9.5% | -11.2% | -1.9% |
| 30D | +7.7% | +10.4% | -2.7% | +7.4% |
| 3M | -0.7% | +12.9% | -13.6% | -1.2% |
| 6M | -11.2% | +1.2% | -12.4% | -11.4% |
| YTD | -53.4% | +9.3% | -62.8% | -53.7% |
| 1Y | -65.8% | -18.0% | -47.8% | -65.7% |
| 3Y | -44.9% | -29.0% | -15.9% | -44.8% |
| 5Y | -49.7% | -9.6% | -40.1% | -49.7% |
| 10Y | -9.7% | +6.1% | -15.8% | -9.4% |
| All | +2,054.3% | +210.5% | +1,843.7% | +1,951.3% |
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 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