-63.2%
FLUT vs MSTZ
-63.1%
-0.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.4% |
| 7D | +4.2% | +0.7% | +3.4% | +4.2% |
| 30D | +8.0% | +16.6% | -8.6% | +8.3% |
| 3M | -22.1% | -74.7% | +52.6% | -23.6% |
| 6M | -21.7% | -43.9% | +22.2% | -21.0% |
| YTD | -62.0% | -84.0% | +22.1% | -63.1% |
| 1Y | -63.2% | -65.1% | +1.9% | -58.7% |
| All | -63.2% | -63.1% | -0.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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