-22.9%
FLUT vs MTSI
+508.4%
-531.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +2.9% |
| 7D | +4.5% | +7.2% | -2.7% | +3.8% |
| 30D | +9.2% | -18.4% | +27.7% | +10.3% |
| 3M | -13.7% | -16.7% | +3.0% | -13.3% |
| 6M | -9.0% | -31.7% | +22.7% | -7.8% |
| YTD | -60.2% | +45.9% | -106.1% | -62.9% |
| 1Y | -63.1% | +47.0% | -110.1% | -65.6% |
| 3Y | -42.5% | +224.1% | -266.5% | -50.3% |
| 5Y | -47.6% | +238.5% | -286.1% | -55.7% |
| All | -22.9% | +508.4% | -531.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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