-35.7%
MUU vs FLUT
-12.4%
-23.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -6.7% |
| 7D | +43.7% | -1.2% | +44.9% | +41.5% |
| 30D | -37.2% | +5.0% | -42.3% | -33.7% |
| 3M | -36.1% | -16.4% | -19.7% | -46.7% |
| 6M | -35.7% | -14.6% | -21.1% | -44.7% |
| All | -35.7% | -12.4% | -23.3% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling