-51.2%
FLUT vs MTSI
+153.8%
-205.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -18.4% | +19.8% | +2.8% |
| 7D | +4.8% | -24.6% | +29.4% | +6.8% |
| 30D | +8.8% | -45.7% | +54.5% | +14.5% |
| 3M | -10.7% | -27.7% | +17.1% | -9.9% |
| 6M | -19.7% | -37.3% | +17.6% | -19.6% |
| YTD | -61.4% | +11.1% | -72.6% | -67.2% |
| 1Y | -61.6% | +27.2% | -88.8% | -68.7% |
| All | -51.2% | +153.8% | -205.0% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling