0.0%
MSFT vs FLUT
-66.0%
+66.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -1.4% | +3.8% | -5.2% | -1.9% |
| 30D | -1.0% | +6.3% | -7.3% | -2.0% |
| 3M | +20.2% | -4.0% | +24.2% | +20.0% |
| 6M | +21.3% | -10.3% | +31.6% | +21.6% |
| YTD | +2.8% | -53.2% | +56.0% | +5.9% |
| 1Y | 0.0% | -65.0% | +65.0% | +1.3% |
| All | 0.0% | -66.0% | +66.0% | +1.3% |
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