+58.6%
MAS vs FCUV
-99.6%
+158.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.9% |
| 7D | +2.0% | -13.0% | +14.9% | +2.0% |
| 30D | +19.4% | -36.9% | +56.3% | +19.4% |
| 3M | +9.4% | -65.3% | +74.8% | +9.5% |
| 6M | +15.3% | -32.9% | +48.2% | +15.2% |
| YTD | +31.3% | -91.2% | +122.5% | +32.6% |
| 1Y | +34.9% | -98.2% | +133.1% | +37.5% |
| 3Y | +58.6% | -99.6% | +158.2% | +66.3% |
| All | +58.6% | -99.6% | +158.2% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling