+70.1%
MA vs FLUT
-44.6%
+114.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +1.8% | -1.5% | +3.3% | +2.0% |
| 30D | +11.8% | +3.4% | +8.4% | +11.2% |
| 3M | +17.2% | -12.5% | +29.6% | +19.0% |
| 6M | +33.4% | -18.5% | +51.9% | +36.2% |
| YTD | +16.1% | -61.6% | +77.8% | +32.7% |
| 1Y | +19.9% | -64.1% | +84.0% | +38.0% |
| 3Y | +70.1% | -44.5% | +114.5% | +89.3% |
| All | +70.1% | -44.6% | +114.7% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling