-65.0%
FLUT vs MSI
-2.0%
-63.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.8% | -5.8% | +9.6% | +4.6% |
| 30D | +6.3% | -1.0% | +7.3% | +6.3% |
| 3M | -4.0% | +14.2% | -18.2% | -5.6% |
| 6M | -10.3% | +1.0% | -11.3% | -12.8% |
| YTD | -53.2% | +21.5% | -74.6% | -55.1% |
| 1Y | -65.0% | -2.1% | -62.9% | -66.0% |
| All | -65.0% | -2.0% | -63.0% | -66.0% |
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