+1,299.0%
MS vs FLUT
+2,054.3%
-755.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | -0.3% | +7.7% | -8.0% | -0.9% |
| 3M | +0.3% | -0.7% | +1.0% | 0.0% |
| 6M | +31.3% | -11.2% | +42.5% | +31.9% |
| YTD | +24.7% | -53.4% | +78.1% | +31.2% |
| 1Y | +47.9% | -65.8% | +113.7% | +58.9% |
| 3Y | +178.3% | -44.9% | +223.3% | +188.8% |
| 5Y | +144.9% | -49.7% | +194.6% | +151.3% |
| 10Y | +804.5% | -9.7% | +814.2% | +802.2% |
| All | +1,299.0% | +2,054.3% | -755.3% | +1,249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling