-51.1%
FLUT vs MSCI
-6.7%
-44.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | +7.7% | +0.6% | +7.2% | +7.5% |
| 3M | -0.7% | -7.1% | +6.4% | +1.9% |
| 6M | -11.2% | +0.8% | -12.0% | -11.6% |
| YTD | -53.4% | +1.0% | -54.4% | -53.9% |
| 1Y | -65.8% | +4.3% | -70.1% | -66.7% |
| 3Y | -44.9% | +9.9% | -54.9% | -48.6% |
| All | -51.1% | -6.7% | -44.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling