-47.4%
MSTR vs FLUT
-63.7%
+16.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.6% |
| 7D | -4.0% | -6.5% | +2.5% | -3.7% |
| 30D | -18.6% | +2.8% | -21.4% | -18.9% |
| 3M | +25.6% | -13.5% | +39.0% | +26.1% |
| 6M | -33.1% | -19.0% | -14.1% | -32.7% |
| YTD | -17.3% | -61.9% | +44.5% | +7.5% |
| All | -47.4% | -63.7% | +16.2% | -29.2% |
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