-52.0%
FLUT vs MSCI
+33.6%
-85.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.8% |
| 7D | -1.1% | +2.8% | -3.9% | -2.1% |
| 30D | +7.7% | +15.4% | -7.7% | +2.5% |
| 3M | -12.2% | +13.4% | -25.6% | -16.0% |
| 6M | -17.6% | +10.9% | -28.5% | -20.6% |
| YTD | -62.0% | +13.0% | -75.0% | -63.7% |
| 1Y | -62.3% | +12.0% | -74.3% | -63.8% |
| 3Y | -52.0% | +34.1% | -86.1% | -56.8% |
| All | -52.0% | +33.6% | -85.5% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling