+155.0%
FLUT vs MSCI
+3,095.4%
-2,940.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.3% |
| 7D | -1.1% | +2.8% | -3.9% | -1.4% |
| 30D | +7.7% | +15.4% | -7.7% | +6.2% |
| 3M | -12.2% | +13.4% | -25.6% | -13.3% |
| 6M | -17.6% | +10.9% | -28.5% | -18.4% |
| YTD | -62.0% | +13.0% | -75.0% | -62.5% |
| 1Y | -62.3% | +12.0% | -74.3% | -62.7% |
| 3Y | -52.0% | +34.1% | -86.1% | -53.3% |
| 5Y | -51.8% | +3.9% | -55.7% | -53.1% |
| 10Y | -26.3% | +802.0% | -828.3% | -30.4% |
| All | +155.0% | +3,095.4% | -2,940.4% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling