+92.3%
MA vs FLUT
-50.5%
+142.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +14.7% | +7.7% | +7.0% | +13.0% |
| 3M | +13.5% | -12.2% | +25.7% | +15.5% |
| 6M | +33.1% | -17.6% | +50.7% | +36.2% |
| YTD | +15.1% | -62.0% | +77.1% | +35.5% |
| 1Y | +18.7% | -62.3% | +81.0% | +39.6% |
| 3Y | +72.1% | -52.0% | +124.0% | +87.8% |
| All | +92.3% | -50.5% | +142.9% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling