+1,658.1%
FLUT vs MSI
+1,797.2%
-139.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.1% | +4.7% | -5.8% | -1.3% |
| 30D | +7.7% | +14.8% | -7.0% | +7.0% |
| 3M | -12.2% | +8.8% | -21.0% | -12.5% |
| 6M | -17.6% | +19.3% | -36.9% | -18.3% |
| YTD | -62.0% | +35.3% | -97.3% | -62.6% |
| 1Y | -62.3% | +33.8% | -96.0% | -62.8% |
| 3Y | -52.0% | +74.4% | -126.4% | -53.1% |
| 5Y | -51.8% | +120.5% | -172.3% | -53.4% |
| 10Y | -26.3% | +685.2% | -711.5% | -29.5% |
| All | +1,658.1% | +1,797.2% | -139.1% | +1,561.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling