+9.0%
MSFT vs FLUT
-63.1%
+72.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +6.9% |
| 7D | +4.7% | +4.2% | +0.5% | +3.9% |
| 30D | +5.8% | +8.0% | -2.2% | +4.4% |
| 3M | +13.0% | -22.1% | +35.1% | +16.7% |
| 6M | +34.9% | -21.7% | +56.6% | +38.2% |
| YTD | +15.7% | -62.0% | +77.6% | +25.2% |
| 1Y | +9.0% | -63.2% | +72.1% | +18.1% |
| All | +9.0% | -63.1% | +72.1% | +18.1% |
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 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