-64.3%
FLUT vs MSTU
-89.5%
+25.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | +7.7% | -34.6% | +42.3% | +8.9% |
| 3M | -12.2% | +39.0% | -51.2% | -15.0% |
| 6M | -17.6% | -70.5% | +52.9% | -15.4% |
| YTD | -62.0% | -68.6% | +6.6% | -62.2% |
| 1Y | -62.3% | -88.6% | +26.4% | -60.3% |
| All | -64.3% | -89.5% | +25.2% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling