-45.3%
FLUT vs MSI
+76.4%
-121.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | +9.3% | +17.6% | -8.3% | +4.1% |
| 3M | -17.5% | +14.5% | -32.0% | -20.8% |
| 6M | -14.6% | +34.3% | -48.9% | -21.8% |
| YTD | -62.3% | +39.7% | -102.0% | -66.6% |
| 1Y | -59.6% | +40.2% | -99.8% | -64.4% |
| 3Y | -45.3% | +77.1% | -122.4% | -54.2% |
| All | -45.3% | +76.4% | -121.7% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling