+732.0%
MKSI vs FCUV
-95.7%
+827.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +2.1% |
| 7D | +2.7% | -66.5% | +69.2% | +3.0% |
| 30D | -12.8% | +5.0% | -17.8% | -13.0% |
| 3M | -22.5% | +63.8% | -86.3% | -24.1% |
| 6M | +19.4% | -67.8% | +87.2% | +17.6% |
| YTD | +67.7% | -82.4% | +150.1% | +65.5% |
| 1Y | +131.4% | -94.7% | +226.1% | +129.4% |
| 3Y | +197.3% | -99.3% | +296.6% | +194.5% |
| 5Y | +87.0% | -99.9% | +186.8% | +85.6% |
| 10Y | +522.1% | -98.6% | +620.7% | +511.5% |
| All | +732.0% | -95.7% | +827.7% | +720.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling