+184.7%
MS vs FCUV
-97.7%
+282.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +13.9% | +0.3% |
| 7D | +1.4% | +62.8% | -61.5% | +1.0% |
| 30D | -0.3% | +66.5% | -66.8% | -0.7% |
| 3M | +0.3% | +459.9% | -459.7% | -2.7% |
| 6M | +31.3% | -12.4% | +43.7% | +30.6% |
| YTD | +24.7% | -47.5% | +72.2% | +25.0% |
| 1Y | +47.9% | -80.5% | +128.4% | +50.7% |
| All | +184.7% | -97.7% | +282.3% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling