-63.2%
FLUT vs MSI
+28.6%
-91.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | +4.2% | +2.8% | +1.3% | +3.6% |
| 30D | +8.0% | +9.1% | -1.1% | +6.2% |
| 3M | -22.1% | +12.5% | -34.6% | -23.9% |
| 6M | -21.7% | +14.2% | -35.9% | -24.6% |
| YTD | -62.0% | +30.7% | -92.7% | -65.4% |
| 1Y | -63.2% | +27.5% | -90.7% | -61.7% |
| All | -63.2% | +28.6% | -91.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling