-26.1%
FLUT vs MSCI
+799.4%
-825.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -6.5% | +1.5% | -7.9% | -6.8% |
| 30D | +2.8% | +14.4% | -11.6% | -0.2% |
| 3M | -13.5% | +15.2% | -28.7% | -16.1% |
| 6M | -19.0% | +11.2% | -30.2% | -20.9% |
| YTD | -61.9% | +13.9% | -75.8% | -63.0% |
| 1Y | -63.2% | +12.5% | -75.7% | -64.2% |
| 3Y | -46.0% | +32.3% | -78.3% | -49.5% |
| 5Y | -51.8% | +4.9% | -56.6% | -55.2% |
| 10Y | -26.1% | +779.7% | -805.8% | -36.7% |
| All | -26.1% | +799.4% | -825.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling