+602.6%
MS vs FCUV
-97.9%
+700.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.5% |
| 7D | -1.6% | -13.0% | +11.4% | -1.5% |
| 30D | -3.8% | -36.9% | +33.1% | -3.6% |
| 3M | -14.6% | -65.3% | +50.7% | -14.5% |
| 6M | -5.1% | -32.9% | +27.8% | -6.3% |
| YTD | +4.5% | -91.2% | +95.7% | +3.7% |
| 1Y | +13.5% | -98.2% | +111.8% | +13.2% |
| 3Y | +160.4% | -99.6% | +260.0% | +158.9% |
| 5Y | +112.9% | -99.9% | +212.7% | +111.9% |
| 10Y | +633.4% | -99.3% | +732.7% | +619.9% |
| All | +602.6% | -97.9% | +700.5% | +593.9% |
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