+161.8%
MS vs FLUT
-51.2%
+213.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -6.2% |
| 7D | -3.4% | +4.8% | -8.2% | -4.5% |
| 30D | -3.9% | +8.8% | -12.7% | -5.9% |
| 3M | -15.9% | -10.7% | -5.2% | -14.5% |
| 6M | -2.5% | -19.7% | +17.2% | +0.3% |
| YTD | +5.1% | -61.4% | +66.5% | +32.5% |
| 1Y | +13.0% | -61.6% | +74.6% | +42.0% |
| All | +161.8% | -51.2% | +213.0% | +219.4% |
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