+3,661.6%
MSFT vs FLUT
+2,054.3%
+1,607.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | +2.7% | +7.7% | -5.0% | +2.2% |
| 3M | +17.0% | -0.7% | +17.7% | +16.8% |
| 6M | +23.8% | -11.2% | +35.0% | +24.3% |
| YTD | +4.0% | -53.4% | +57.4% | +7.9% |
| 1Y | -0.8% | -65.8% | +64.9% | +4.4% |
| 3Y | +55.6% | -44.9% | +100.5% | +59.4% |
| 5Y | +72.9% | -49.7% | +122.6% | +75.0% |
| 10Y | +875.8% | -9.7% | +885.5% | +875.2% |
| All | +3,661.6% | +2,054.3% | +1,607.3% | +3,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling