+70.7%
MA vs FLUT
-45.9%
+116.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +9.6% | +9.3% | +0.4% | +8.2% |
| 3M | +16.8% | -17.5% | +34.3% | +19.6% |
| 6M | +35.2% | -14.6% | +49.8% | +37.1% |
| YTD | +16.6% | -62.3% | +78.8% | +33.5% |
| 1Y | +19.8% | -59.6% | +79.4% | +35.7% |
| 3Y | +70.7% | -45.3% | +116.0% | +90.7% |
| All | +70.7% | -45.9% | +116.6% | +90.7% |
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