-64.1%
FLUT vs MSCI
+14.5%
-78.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -1.5% | +2.7% | -4.1% | -3.0% |
| 30D | +3.4% | +16.2% | -12.8% | -4.2% |
| 3M | -12.5% | +17.1% | -29.5% | -19.4% |
| 6M | -18.5% | +13.0% | -31.5% | -24.0% |
| YTD | -61.6% | +15.8% | -77.4% | -65.0% |
| 1Y | -64.1% | +15.5% | -79.6% | -65.9% |
| All | -64.1% | +14.5% | -78.6% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling