+60.3%
MAS vs FCUV
-98.9%
+159.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | +0.1% |
| 7D | +3.0% | +148.8% | -145.8% | +2.8% |
| 30D | +22.4% | +95.0% | -72.6% | +22.3% |
| 3M | +14.5% | +27.8% | -13.3% | +14.4% |
| 6M | +27.1% | +121.0% | -93.8% | +26.5% |
| YTD | +35.8% | -78.1% | +113.9% | +36.9% |
| 1Y | +39.4% | -94.3% | +133.7% | +41.8% |
| 3Y | +60.3% | -98.9% | +159.2% | +69.5% |
| All | +60.3% | -98.9% | +159.2% | +69.5% |
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