-0.8%
MSFT vs FLUT
-65.9%
+65.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.7% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | +2.7% | +7.7% | -5.0% | +1.5% |
| 3M | +17.0% | -0.7% | +17.7% | +16.2% |
| 6M | +23.8% | -11.2% | +35.0% | +24.3% |
| YTD | +4.0% | -53.4% | +57.4% | +6.7% |
| 1Y | -0.8% | -65.8% | +64.9% | -0.6% |
| All | -0.8% | -65.9% | +65.1% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling