-32.8%
MOS vs FCUV
-99.9%
+67.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | +21.6% | -13.0% | +34.6% | +21.6% |
| 30D | +12.0% | -36.9% | +48.9% | +12.1% |
| 3M | -3.9% | -65.3% | +61.5% | -3.8% |
| 6M | -3.3% | -32.9% | +29.6% | -3.6% |
| YTD | -4.6% | -91.2% | +86.6% | -1.3% |
| 1Y | -7.0% | -98.2% | +91.2% | +0.4% |
| 3Y | -24.4% | -99.6% | +75.2% | -17.9% |
| All | -32.8% | -99.9% | +67.1% | -16.6% |
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