-27.1%
MOS vs FCUV
-87.2%
+60.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.7% | +15.1% | +1.4% |
| 7D | +9.5% | +62.8% | -53.3% | +9.5% |
| 30D | +10.4% | +66.5% | -56.1% | +10.4% |
| 3M | +12.9% | +459.9% | -447.1% | +13.0% |
| 6M | +1.2% | -12.4% | +13.6% | +1.5% |
| YTD | +9.3% | -47.5% | +56.8% | +9.7% |
| 1Y | -18.0% | -80.5% | +62.5% | -17.6% |
| 3Y | -29.0% | -97.6% | +68.6% | -28.8% |
| 5Y | -9.6% | -99.5% | +90.0% | -9.3% |
| 10Y | +6.1% | -95.8% | +101.8% | +8.1% |
| All | -27.1% | -87.2% | +60.1% | -25.4% |
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 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