+142.3%
MSTR vs FLUT
-43.0%
+185.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | 0.0% |
| 7D | -14.2% | +4.5% | -18.7% | -15.3% |
| 30D | -19.9% | +9.2% | -29.1% | -22.4% |
| 3M | +27.3% | -13.7% | +41.0% | +31.6% |
| 6M | -37.6% | -9.0% | -28.5% | -38.3% |
| YTD | -19.5% | -60.2% | +40.8% | +15.8% |
| 1Y | -47.1% | -63.1% | +16.0% | -21.2% |
| All | +142.3% | -43.0% | +185.3% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling