+2.8%
MOS vs FCUV
-99.3%
+102.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +19.7% | -15.4% | +35.1% | +19.7% |
| 30D | +21.5% | -32.9% | +54.4% | +21.5% |
| 3M | -0.4% | -46.2% | +45.7% | -0.4% |
| 6M | +4.5% | -30.0% | +34.5% | +4.4% |
| YTD | -2.9% | -91.4% | +88.5% | -2.7% |
| 1Y | -7.7% | -98.1% | +90.4% | -7.2% |
| 3Y | -25.6% | -99.6% | +73.9% | -25.4% |
| 5Y | -31.2% | -99.9% | +68.7% | -30.9% |
| 10Y | +2.8% | -99.3% | +102.1% | +2.7% |
| All | +2.8% | -99.3% | +102.1% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling