+112.4%
MS vs FCUV
-99.9%
+212.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.5% |
| 7D | -1.6% | -13.0% | +11.4% | -1.4% |
| 30D | -3.8% | -36.9% | +33.1% | -3.4% |
| 3M | -14.6% | -65.3% | +50.7% | -14.3% |
| 6M | -5.1% | -32.9% | +27.8% | -7.7% |
| YTD | +4.5% | -91.2% | +95.7% | +5.7% |
| 1Y | +13.5% | -98.2% | +111.8% | +19.9% |
| 3Y | +160.4% | -99.6% | +260.0% | +177.6% |
| All | +112.4% | -99.9% | +212.3% | +153.2% |
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