+112.4%
MS vs FLUT
-50.5%
+163.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -3.8% | +7.7% | -11.5% | -5.6% |
| 3M | -14.6% | -12.2% | -2.4% | -13.0% |
| 6M | -5.1% | -17.6% | +12.5% | -3.1% |
| YTD | +4.5% | -62.0% | +66.5% | +27.6% |
| 1Y | +13.5% | -62.3% | +75.8% | +38.4% |
| 3Y | +160.4% | -52.0% | +212.4% | +197.9% |
| All | +112.4% | -50.5% | +163.0% | +125.8% |
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