+94.4%
MO vs FLUT
-42.5%
+136.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -2.0% | +3.8% | -5.8% | -2.0% |
| 30D | -0.3% | +6.3% | -6.6% | -0.2% |
| 3M | -2.9% | -4.0% | +1.1% | -2.9% |
| 6M | +5.8% | -10.3% | +16.1% | +5.7% |
| YTD | +22.0% | -53.2% | +75.2% | +20.5% |
| 1Y | +10.7% | -65.0% | +75.7% | +8.9% |
| 3Y | +94.4% | -43.9% | +138.3% | +90.3% |
| All | +94.4% | -42.5% | +136.9% | +90.3% |
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 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