-66.0%
FLUT vs MSTZ
-19.0%
-46.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.8% | -1.2% |
| 7D | -2.6% | -23.6% | +21.0% | -3.0% |
| 30D | +5.4% | -60.7% | +66.1% | +3.1% |
| 3M | -10.8% | -58.3% | +47.5% | -11.9% |
| 6M | -9.2% | -60.0% | +50.8% | -11.2% |
| YTD | -53.8% | -75.2% | +21.4% | -54.8% |
| 1Y | -66.0% | -19.9% | -46.1% | -61.7% |
| All | -66.0% | -19.0% | -46.9% | -61.7% |
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