-2.5%
MS vs FLUT
-20.0%
+17.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -5.8% |
| 7D | -3.4% | +4.8% | -8.2% | -3.0% |
| 30D | -3.9% | +8.8% | -12.7% | -3.2% |
| 3M | -15.9% | -10.7% | -5.2% | -16.2% |
| 6M | -2.5% | -19.7% | +17.2% | -4.0% |
| All | -2.5% | -20.0% | +17.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling