+97.5%
MO vs FLUT
-48.5%
+146.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.4% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | +3.6% | +5.4% | -1.8% | +3.5% |
| 3M | -3.7% | -10.8% | +7.1% | -3.7% |
| 6M | +4.5% | -9.2% | +13.7% | +4.6% |
| YTD | +21.5% | -53.8% | +75.3% | +21.9% |
| 1Y | +9.5% | -66.0% | +75.5% | +10.2% |
| 3Y | +93.6% | -44.7% | +138.2% | +92.3% |
| 5Y | +97.5% | -50.6% | +148.1% | +98.6% |
| All | +97.5% | -48.5% | +146.0% | +98.6% |
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