+88.5%
MA vs FLUT
-52.1%
+140.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 3M | +16.8% | -17.5% | +34.3% | +20.2% |
| 6M | +35.2% | -14.6% | +49.8% | +37.5% |
| YTD | +16.6% | -62.3% | +78.8% | +37.4% |
| 1Y | +19.8% | -59.6% | +79.4% | +39.3% |
| 3Y | +70.7% | -45.3% | +116.0% | +81.3% |
| All | +88.5% | -52.1% | +140.6% | +94.3% |
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 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