-63.1%
FLUT vs MTSI
+41.9%
-105.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.3% | -6.7% | +4.7% |
| 7D | +4.5% | +7.2% | -2.7% | +5.6% |
| 30D | +9.2% | -18.4% | +27.7% | +8.0% |
| 3M | -13.7% | -16.7% | +3.0% | -13.7% |
| 6M | -9.0% | -31.7% | +22.7% | -10.2% |
| YTD | -60.2% | +45.9% | -106.1% | -64.5% |
| 1Y | -63.1% | +47.0% | -110.1% | -68.6% |
| All | -63.1% | +41.9% | -105.0% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling