-51.8%
FLUT vs MTSI
+208.2%
-260.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.7% | -1.1% |
| 7D | -6.5% | +3.5% | -10.0% | -7.6% |
| 30D | +2.8% | -30.3% | +33.1% | +8.3% |
| 3M | -13.5% | -26.0% | +12.5% | -10.7% |
| 6M | -19.0% | -36.1% | +17.1% | -15.6% |
| YTD | -61.9% | +34.3% | -96.2% | -69.1% |
| 1Y | -63.2% | +35.3% | -98.5% | -70.3% |
| 3Y | -46.0% | +217.6% | -263.7% | -70.1% |
| 5Y | -51.8% | +210.1% | -261.9% | -76.7% |
| All | -51.8% | +208.2% | -260.0% | -76.7% |
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