+12.6%
MOS vs FCUV
-98.5%
+111.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -65.2% | +67.9% | +2.7% |
| 7D | +7.1% | -47.9% | +55.0% | +7.1% |
| 30D | +15.0% | +13.7% | +1.4% | +15.0% |
| 3M | +24.1% | +97.0% | -72.9% | +23.9% |
| 6M | +2.7% | -66.1% | +68.8% | +2.8% |
| YTD | +12.2% | -81.8% | +93.9% | +12.4% |
| 1Y | -16.3% | -93.3% | +77.0% | -16.0% |
| 3Y | -23.3% | -99.2% | +75.9% | -23.0% |
| 5Y | -4.2% | -99.9% | +95.7% | -3.8% |
| 10Y | +12.6% | -98.5% | +111.1% | +12.4% |
| All | +12.6% | -98.5% | +111.1% | +12.4% |
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