-10.4%
FLUT vs MSI
+593.5%
-603.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -2.6% | -4.0% | +1.4% | -1.9% |
| 30D | +5.4% | -0.5% | +5.8% | +5.4% |
| 3M | -10.8% | +11.4% | -22.2% | -12.5% |
| 6M | -9.2% | +1.0% | -10.2% | -9.6% |
| YTD | -53.8% | +20.7% | -74.5% | -55.6% |
| 1Y | -66.0% | -2.7% | -63.3% | -66.0% |
| 3Y | -44.7% | +68.2% | -112.9% | -49.4% |
| 5Y | -50.6% | +100.0% | -150.5% | -56.3% |
| 10Y | -10.4% | +596.9% | -607.3% | -21.2% |
| All | -10.4% | +593.5% | -603.9% | -21.2% |
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