+49.9%
MSTR vs FLUT
-50.5%
+100.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -15.9% | +7.7% | -23.6% | -19.6% |
| 3M | +33.1% | -12.2% | +45.3% | +37.6% |
| 6M | -31.0% | -17.6% | -13.4% | -28.9% |
| YTD | -15.1% | -62.0% | +46.9% | +30.7% |
| 1Y | -45.6% | -62.3% | +16.6% | -16.3% |
| 3Y | +180.5% | -52.0% | +232.5% | +262.1% |
| All | +49.9% | -50.5% | +100.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling