+3.3%
MSFT vs FLUT
-62.9%
+66.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.6% |
| 7D | -6.2% | +4.5% | -10.8% | -6.7% |
| 30D | -3.7% | +9.2% | -12.9% | -4.9% |
| 3M | +3.6% | -13.7% | +17.3% | +5.6% |
| 6M | +26.8% | -9.0% | +35.8% | +27.1% |
| YTD | +8.4% | -60.2% | +68.7% | +15.4% |
| 1Y | +3.3% | -63.1% | +66.4% | +10.7% |
| All | +3.3% | -62.9% | +66.2% | +10.7% |
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 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