+155.5%
MO vs FLUT
-52.1%
+207.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +3.3% | -0.7% | +4.0% | +3.3% |
| 30D | +7.5% | +9.3% | -1.7% | +7.5% |
| 3M | +22.8% | -17.5% | +40.2% | +22.8% |
| 6M | +13.4% | -14.6% | +28.0% | +13.6% |
| YTD | +43.0% | -62.3% | +105.3% | +43.3% |
| 1Y | +45.2% | -59.6% | +104.9% | +45.4% |
| 3Y | +145.5% | -45.3% | +190.8% | +143.1% |
| All | +155.5% | -52.1% | +207.5% | +148.2% |
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