+160.4%
MS vs FLUT
-52.0%
+212.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -3.8% | +7.7% | -11.5% | -5.6% |
| 3M | -14.6% | -12.2% | -2.4% | -12.9% |
| 6M | -5.1% | -17.6% | +12.5% | -3.2% |
| YTD | +4.5% | -62.0% | +66.5% | +32.2% |
| 1Y | +13.5% | -62.3% | +75.8% | +43.2% |
| 3Y | +160.4% | -52.0% | +212.4% | +218.6% |
| All | +160.4% | -52.0% | +212.4% | +218.6% |
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 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