+17.0%
MA vs FLUT
-64.7%
+81.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +7.9% | +5.0% | +2.9% | +7.1% |
| 3M | +16.8% | -16.4% | +33.2% | +19.3% |
| 6M | +31.0% | -14.6% | +45.6% | +32.6% |
| YTD | +15.0% | -61.9% | +76.9% | +31.3% |
| 1Y | +17.0% | -65.0% | +82.1% | +34.9% |
| All | +17.0% | -64.7% | +81.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling