-51.0%
FLUT vs MSI
+118.7%
-169.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.1% | +4.7% | -5.8% | -2.8% |
| 30D | +7.7% | +14.8% | -7.0% | +2.2% |
| 3M | -12.2% | +8.8% | -21.0% | -15.0% |
| 6M | -17.6% | +19.3% | -36.9% | -23.4% |
| YTD | -62.0% | +35.3% | -97.3% | -66.8% |
| 1Y | -62.3% | +33.8% | -96.0% | -66.8% |
| 3Y | -52.0% | +74.4% | -126.4% | -63.4% |
| All | -51.0% | +118.7% | -169.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling