-49.8%
FLUT vs MSCI
+6.7%
-56.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.5% |
| 7D | -0.7% | +3.0% | -3.7% | -1.8% |
| 30D | +9.3% | +17.8% | -8.5% | +2.4% |
| 3M | -17.5% | +15.2% | -32.7% | -22.1% |
| 6M | -14.6% | +16.5% | -31.1% | -19.8% |
| YTD | -62.3% | +16.4% | -78.6% | -64.7% |
| 1Y | -59.6% | +16.8% | -76.4% | -62.3% |
| 3Y | -45.3% | +35.8% | -81.1% | -53.2% |
| All | -49.8% | +6.7% | -56.5% | -56.2% |
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 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