-56.6%
FLUT vs MSTU
-87.2%
+30.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.1% | -1.1% |
| 7D | -2.6% | +12.9% | -15.5% | -3.3% |
| 30D | +5.4% | +68.3% | -63.0% | +2.2% |
| 3M | -10.8% | +0.4% | -11.1% | -12.1% |
| 6M | -9.2% | -41.5% | +32.3% | -9.8% |
| YTD | -53.8% | -61.7% | +7.9% | -53.9% |
| 1Y | -66.0% | -93.7% | +27.7% | -62.8% |
| All | -56.6% | -87.2% | +30.6% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling