+19.4%
MA vs FLUT
-63.7%
+83.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.3% | -6.5% | +6.1% | +0.6% |
| 30D | +11.3% | +2.8% | +8.5% | +10.8% |
| 3M | +16.7% | -13.5% | +30.1% | +18.6% |
| 6M | +32.8% | -19.0% | +51.8% | +35.4% |
| YTD | +15.6% | -61.9% | +77.5% | +32.3% |
| All | +19.4% | -63.7% | +83.0% | +37.5% |
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