+578.8%
MS vs FLUT
-26.1%
+604.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +0.7% | -6.5% | +7.2% | +1.5% |
| 30D | -0.9% | +2.8% | -3.7% | -1.4% |
| 3M | -13.0% | -13.5% | +0.5% | -11.8% |
| 6M | -2.0% | -19.0% | +17.0% | -0.4% |
| YTD | +7.8% | -61.9% | +69.7% | +20.9% |
| 1Y | +17.9% | -63.2% | +81.1% | +32.6% |
| 3Y | +174.8% | -46.0% | +220.8% | +196.6% |
| 5Y | +119.9% | -51.8% | +171.6% | +131.8% |
| 10Y | +578.8% | -26.1% | +604.9% | +619.3% |
| All | +578.8% | -26.1% | +604.9% | +619.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling