+43.3%
MA vs FLUT
-44.8%
+88.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | +1.5% | +7.7% | -6.2% | +0.2% |
| 3M | +20.4% | -0.7% | +21.1% | +19.9% |
| 6M | +11.1% | -11.2% | +22.3% | +12.2% |
| YTD | +2.0% | -53.4% | +55.4% | +13.3% |
| 1Y | -2.2% | -65.8% | +63.6% | +13.5% |
| All | +43.3% | -44.8% | +88.1% | +52.1% |
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