+3,894.3%
MSFT vs FLUT
+1,658.1%
+2,236.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | +1.7% | -1.1% | +2.7% | +1.7% |
| 30D | +0.2% | +7.7% | -7.6% | -0.4% |
| 3M | +6.4% | -12.2% | +18.5% | +6.9% |
| 6M | +28.7% | -17.6% | +46.3% | +29.7% |
| YTD | +10.4% | -62.0% | +72.4% | +15.7% |
| 1Y | +7.6% | -62.3% | +69.9% | +12.8% |
| 3Y | +52.3% | -52.0% | +104.3% | +57.2% |
| 5Y | +64.5% | -51.8% | +116.3% | +67.7% |
| 10Y | +917.8% | -26.3% | +944.1% | +927.5% |
| All | +3,894.3% | +1,658.1% | +2,236.2% | +3,873.5% |
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