-26.3%
FLUT vs MSCI
+789.3%
-815.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.7% |
| 30D | +7.7% | +15.4% | -7.7% | +4.4% |
| 3M | -12.2% | +13.4% | -25.6% | -14.6% |
| 6M | -17.6% | +10.9% | -28.5% | -19.4% |
| YTD | -62.0% | +13.0% | -75.0% | -63.1% |
| 1Y | -62.3% | +12.0% | -74.3% | -63.2% |
| 3Y | -52.0% | +34.1% | -86.1% | -55.1% |
| 5Y | -51.8% | +3.9% | -55.7% | -55.2% |
| All | -26.3% | +789.3% | -815.7% | -37.2% |
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