+48.6%
MS vs FCUV
-93.2%
+141.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.6% | -0.5% |
| 7D | +2.5% | -47.9% | +50.4% | +2.5% |
| 30D | 0.0% | +13.7% | -13.7% | -0.2% |
| 3M | +2.4% | +97.0% | -94.6% | +1.4% |
| 6M | +36.4% | -66.1% | +102.5% | +38.2% |
| YTD | +23.8% | -81.8% | +105.6% | +28.3% |
| 1Y | +48.6% | -93.3% | +141.9% | +60.0% |
| All | +48.6% | -93.2% | +141.8% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling