+44.1%
MAS vs FCUV
-99.9%
+144.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.5% |
| 7D | +3.3% | -15.4% | +18.7% | +3.3% |
| 30D | +25.5% | -32.9% | +58.3% | +25.7% |
| 3M | +11.8% | -46.2% | +57.9% | +11.8% |
| 6M | +21.3% | -30.0% | +51.3% | +19.6% |
| YTD | +37.7% | -91.4% | +129.1% | +39.8% |
| 1Y | +41.0% | -98.1% | +139.1% | +47.2% |
| 3Y | +63.0% | -99.6% | +162.6% | +75.4% |
| 5Y | +44.1% | -99.9% | +144.0% | +69.6% |
| All | +44.1% | -99.9% | +144.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling