+2,054.3%
FLUT vs MSI
+1,621.4%
+432.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | +7.7% | +6.8% | +0.9% | +7.4% |
| 3M | -0.7% | +14.3% | -15.0% | -1.4% |
| 6M | -11.2% | -1.6% | -9.6% | -11.2% |
| YTD | -53.4% | +22.8% | -76.2% | -54.0% |
| 1Y | -65.8% | -1.1% | -64.7% | -65.8% |
| 3Y | -44.9% | +70.5% | -115.4% | -46.2% |
| 5Y | -49.7% | +102.8% | -152.5% | -51.2% |
| 10Y | -9.7% | +597.4% | -607.1% | -13.2% |
| All | +2,054.3% | +1,621.4% | +432.9% | +1,945.7% |
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