+122.9%
MS vs FLUT
-52.1%
+175.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +5.7% | +9.3% | -3.6% | +3.5% |
| 3M | -12.2% | -17.5% | +5.3% | -9.2% |
| 6M | -0.5% | -14.6% | +14.1% | +0.7% |
| YTD | +9.8% | -62.3% | +72.1% | +34.3% |
| 1Y | +17.7% | -59.6% | +77.4% | +41.6% |
| 3Y | +176.8% | -45.3% | +222.1% | +208.6% |
| All | +122.9% | -52.1% | +175.0% | +134.1% |
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