-26.1%
FLUT vs MSI
+689.5%
-715.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -0.1% |
| 7D | -6.5% | +8.3% | -14.8% | -7.8% |
| 30D | +2.8% | +18.9% | -16.1% | -0.4% |
| 3M | -13.5% | +13.2% | -26.7% | -15.4% |
| 6M | -19.0% | +38.3% | -57.2% | -23.5% |
| YTD | -61.9% | +38.9% | -100.7% | -64.2% |
| 1Y | -63.2% | +36.7% | -99.9% | -65.4% |
| 3Y | -46.0% | +76.6% | -122.6% | -51.3% |
| 5Y | -51.8% | +124.5% | -176.3% | -58.5% |
| 10Y | -26.1% | +674.5% | -700.6% | -39.2% |
| All | -26.1% | +689.5% | -715.6% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling