-26.3%
FLUT vs MTSI
+448.7%
-475.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.8% | -12.4% | -2.2% |
| 7D | -1.1% | -10.0% | +8.9% | -0.6% |
| 30D | +7.7% | -37.2% | +44.9% | +10.8% |
| 3M | -12.2% | -30.1% | +17.9% | -10.7% |
| 6M | -17.6% | -31.9% | +14.3% | -16.9% |
| YTD | -62.0% | +23.2% | -85.2% | -64.1% |
| 1Y | -62.3% | +26.4% | -88.7% | -64.4% |
| 3Y | -52.0% | +186.2% | -238.1% | -58.2% |
| 5Y | -51.8% | +187.0% | -238.8% | -58.7% |
| All | -26.3% | +448.7% | -475.0% | -42.8% |
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