+73.5%
MSFT vs FLUT
-50.4%
+123.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.6% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | +2.7% | +7.7% | -5.0% | +1.0% |
| 3M | +17.0% | -0.7% | +17.7% | +16.3% |
| 6M | +23.8% | -11.2% | +35.0% | +25.4% |
| YTD | +4.0% | -53.4% | +57.4% | +18.5% |
| 1Y | -0.8% | -65.8% | +64.9% | +19.3% |
| 3Y | +55.6% | -44.9% | +100.5% | +66.6% |
| All | +73.5% | -50.4% | +123.8% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling