+0.1%
MAS vs FCUV
-81.1%
+81.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -13.7% | +15.5% | +1.8% |
| 7D | -0.8% | +62.8% | -63.6% | -0.7% |
| 30D | -5.6% | +66.5% | -72.1% | -5.5% |
| 3M | +4.4% | +459.9% | -455.5% | +5.0% |
| 6M | +7.2% | -12.4% | +19.6% | +9.3% |
| YTD | +16.1% | -47.5% | +63.6% | +18.4% |
| 1Y | +0.1% | -80.5% | +80.6% | +5.6% |
| All | +0.1% | -81.1% | +81.2% | +5.6% |
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