-14.1%
FLUT vs MSFU
+72.2%
-86.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | +6.3% | -3.1% | +9.4% | +7.0% |
| 3M | -4.0% | +35.3% | -39.3% | -12.3% |
| 6M | -10.3% | +31.6% | -41.9% | -18.4% |
| YTD | -53.2% | -9.5% | -43.6% | -53.6% |
| 1Y | -65.0% | -18.4% | -46.6% | -64.5% |
| 3Y | -43.9% | +26.9% | -70.8% | -52.6% |
| All | -14.1% | +72.2% | -86.4% | -37.0% |
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