-42.3%
MSTR vs FLUT
-63.1%
+20.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.2% |
| 7D | -1.8% | +4.2% | -6.0% | -2.1% |
| 30D | -13.3% | +8.0% | -21.3% | -13.9% |
| 3M | +46.0% | -22.1% | +68.0% | +47.7% |
| 6M | -22.4% | -21.7% | -0.8% | -21.4% |
| YTD | -6.2% | -62.0% | +55.8% | +19.4% |
| 1Y | -42.3% | -63.2% | +20.9% | -25.7% |
| All | -42.3% | -63.1% | +20.8% | -25.7% |
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