+61.7%
MAS vs FCUV
-99.6%
+161.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.4% | +5.0% | -3.4% |
| 7D | +4.6% | -14.0% | +18.5% | +4.6% |
| 30D | +19.9% | -31.2% | +51.1% | +19.9% |
| 3M | +8.9% | -71.3% | +80.2% | +9.0% |
| 6M | +20.2% | -36.9% | +57.0% | +20.1% |
| YTD | +33.9% | -91.0% | +124.8% | +35.2% |
| 1Y | +34.7% | -98.2% | +132.9% | +37.4% |
| All | +61.7% | -99.6% | +161.3% | +69.6% |
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 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