+60.7%
FLUT vs MTSI
+896.6%
-835.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -18.4% | +19.8% | +2.5% |
| 7D | +4.8% | -24.6% | +29.4% | +6.3% |
| 30D | +8.8% | -45.7% | +54.5% | +12.5% |
| 3M | -10.7% | -27.7% | +17.1% | -9.8% |
| 6M | -19.7% | -37.3% | +17.6% | -18.7% |
| YTD | -61.4% | +11.1% | -72.6% | -62.9% |
| 1Y | -61.6% | +27.2% | -88.8% | -63.5% |
| 3Y | -51.4% | +153.7% | -205.1% | -56.3% |
| 5Y | -51.0% | +159.0% | -210.0% | -56.5% |
| 10Y | -25.2% | +405.6% | -430.7% | -33.4% |
| All | +60.7% | +896.6% | -835.8% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling