-2.6%
MOS vs FCUV
-99.2%
+96.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.8% |
| 7D | +5.5% | -4.7% | +10.1% | +5.5% |
| 30D | +21.0% | -23.2% | +44.1% | +21.0% |
| 3M | -0.5% | -49.2% | +48.7% | -0.5% |
| 6M | +6.6% | -9.2% | +15.8% | +6.5% |
| YTD | -2.8% | -90.6% | +87.8% | -2.5% |
| 1Y | -8.1% | -97.9% | +89.8% | -7.6% |
| 3Y | -25.6% | -99.5% | +73.9% | -25.3% |
| 5Y | -29.8% | -99.9% | +70.1% | -29.5% |
| All | -2.6% | -99.2% | +96.7% | -2.8% |
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