+211.6%
MAS vs FCUV
-99.3%
+310.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | +21.6% | -25.9% | +47.5% | +21.6% |
| 3M | +14.1% | -44.8% | +58.9% | +14.1% |
| 6M | +22.6% | -3.5% | +26.1% | +22.1% |
| YTD | +35.4% | -90.7% | +126.2% | +35.2% |
| 1Y | +37.5% | -97.9% | +135.4% | +37.5% |
| 3Y | +58.3% | -99.5% | +157.9% | +58.2% |
| 5Y | +39.1% | -99.9% | +139.0% | +39.1% |
| All | +211.6% | -99.3% | +310.8% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling