-30.1%
FLUT vs MSFU
+103.9%
-134.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.8% |
| 7D | -6.5% | +14.6% | -21.1% | -9.7% |
| 30D | +2.8% | +2.1% | +0.7% | +1.6% |
| 3M | -13.5% | +14.7% | -28.1% | -17.0% |
| 6M | -19.0% | +55.7% | -74.6% | -29.2% |
| YTD | -61.9% | +7.1% | -69.0% | -64.0% |
| 1Y | -63.2% | -0.5% | -62.7% | -64.6% |
| 3Y | -46.0% | +35.7% | -81.8% | -55.1% |
| All | -30.1% | +103.9% | -134.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling