-49.8%
FLUT vs MTSI
+206.4%
-256.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.1% |
| 7D | -0.7% | +10.0% | -10.7% | -2.3% |
| 30D | +9.3% | -20.3% | +29.6% | +12.2% |
| 3M | -17.5% | -24.4% | +6.9% | -15.2% |
| 6M | -14.6% | -39.2% | +24.6% | -9.6% |
| YTD | -62.3% | +35.5% | -97.8% | -69.5% |
| 1Y | -59.6% | +43.0% | -102.7% | -68.1% |
| 3Y | -45.3% | +196.3% | -241.6% | -69.0% |
| All | -49.8% | +206.4% | -256.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling