+13,824.2%
MA vs FLUT
+598.7%
+13,225.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | +1.5% | +7.7% | -6.2% | +0.8% |
| 3M | +20.4% | -0.7% | +21.1% | +20.2% |
| 6M | +11.1% | -11.2% | +22.3% | +11.8% |
| YTD | +2.0% | -53.4% | +55.4% | +7.8% |
| 1Y | -2.2% | -65.8% | +63.6% | +5.8% |
| 3Y | +41.9% | -44.9% | +86.8% | +46.7% |
| 5Y | +75.4% | -49.7% | +125.0% | +78.7% |
| 10Y | +527.5% | -9.7% | +537.3% | +518.5% |
| All | +13,824.2% | +598.7% | +13,225.5% | +12,194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling