-49.3%
MSTR vs FLUT
-63.4%
+14.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | -10.7% | -1.5% | -9.3% | -10.7% |
| 30D | -21.6% | +3.4% | -25.0% | -21.8% |
| 3M | +24.4% | -12.5% | +36.9% | +24.9% |
| 6M | -35.5% | -18.5% | -17.0% | -35.1% |
| YTD | -20.3% | -61.6% | +41.3% | +3.7% |
| 1Y | -49.3% | -64.1% | +14.8% | -31.8% |
| All | -49.3% | -63.4% | +14.1% | -31.8% |
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