-52.0%
FLUT vs MSFU
+32.6%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.2% |
| 7D | -1.1% | +2.5% | -3.5% | -2.1% |
| 30D | +7.7% | -1.3% | +9.0% | +7.3% |
| 3M | -12.2% | +8.6% | -20.8% | -14.5% |
| 6M | -17.6% | +48.4% | -66.0% | -26.4% |
| YTD | -62.0% | +1.6% | -63.6% | -63.5% |
| 1Y | -62.3% | -5.8% | -56.5% | -63.0% |
| 3Y | -52.0% | +30.9% | -82.9% | -59.6% |
| All | -52.0% | +32.6% | -84.6% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling