-95.8%
FCUV vs MSTZ
-99.2%
+3.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +8.2% | -73.4% | -64.4% |
| 7D | -47.9% | -25.4% | -22.6% | -47.7% |
| 30D | +13.7% | -60.9% | +74.5% | +9.3% |
| 3M | +97.0% | -54.2% | +151.2% | +99.8% |
| 6M | -66.1% | -65.0% | -1.1% | -66.8% |
| YTD | -81.8% | -76.5% | -5.3% | -81.4% |
| 1Y | -93.3% | -23.4% | -69.9% | -90.6% |
| All | -95.8% | -99.2% | +3.4% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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