-2.2%
MA vs FCUV
-81.1%
+79.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | -1.1% |
| 7D | -2.7% | +62.8% | -65.5% | -2.7% |
| 30D | +1.5% | +66.5% | -65.0% | +1.6% |
| 3M | +20.4% | +459.9% | -439.5% | +20.8% |
| 6M | +11.1% | -12.4% | +23.5% | +12.5% |
| YTD | +2.0% | -47.5% | +49.5% | +3.8% |
| 1Y | -2.2% | -80.5% | +78.4% | -2.7% |
| All | -2.2% | -81.1% | +79.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling