-63.2%
FLUT vs MSTU
-88.0%
+24.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.3% | -12.7% | -2.4% |
| 7D | +4.2% | -4.8% | +9.0% | +4.2% |
| 30D | +8.0% | -29.6% | +37.6% | +8.3% |
| 3M | -22.1% | +69.4% | -91.5% | -23.5% |
| 6M | -21.7% | -62.2% | +40.6% | -20.7% |
| YTD | -62.0% | -61.1% | -0.9% | -62.6% |
| 1Y | -63.2% | -87.2% | +24.0% | -57.5% |
| All | -63.2% | -88.0% | +24.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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