-51.1%
FLUT vs MTSI
+320.9%
-372.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | +7.7% | +2.1% | +5.7% | +6.3% |
| 3M | -0.7% | -29.7% | +29.0% | +5.4% |
| 6M | -11.2% | +12.5% | -23.7% | -19.0% |
| YTD | -53.4% | +57.0% | -110.5% | -62.4% |
| 1Y | -65.8% | +103.9% | -169.7% | -74.9% |
| 3Y | -44.9% | +223.6% | -268.5% | -67.8% |
| All | -51.1% | +320.9% | -372.0% | -77.1% |
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