+8.6%
MSFT vs FLUT
-63.7%
+72.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.7% |
| 7D | +7.5% | -6.5% | +14.0% | +8.3% |
| 30D | +1.9% | +2.8% | -0.9% | +1.3% |
| 3M | +9.2% | -13.5% | +22.7% | +11.0% |
| 6M | +31.9% | -19.0% | +50.8% | +34.4% |
| YTD | +13.4% | -61.9% | +75.3% | +21.5% |
| All | +8.6% | -63.7% | +72.3% | +17.1% |
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