+18,640.2%
MSTR vs FLUT
+2,054.3%
+16,585.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | +12.2% | -1.6% | +13.8% | +12.4% |
| 30D | +45.2% | +7.7% | +37.4% | +43.4% |
| 3M | +10.4% | -0.7% | +11.1% | +9.8% |
| 6M | -2.5% | -11.2% | +8.7% | -1.9% |
| YTD | -6.0% | -53.4% | +47.4% | +3.3% |
| 1Y | -56.4% | -65.8% | +9.4% | -50.1% |
| 3Y | +306.3% | -44.9% | +351.2% | +337.7% |
| 5Y | +100.5% | -49.7% | +150.2% | +111.4% |
| 10Y | +741.1% | -9.7% | +750.8% | +768.5% |
| All | +18,640.2% | +2,054.3% | +16,585.9% | +18,788.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling