+878.4%
MSFT vs FCUV
-98.6%
+976.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.6% |
| 7D | -0.8% | -66.5% | +65.7% | -0.5% |
| 30D | +0.8% | +5.0% | -4.1% | +0.6% |
| 3M | +27.2% | +63.8% | -36.6% | +24.8% |
| 6M | +22.9% | -67.8% | +90.7% | +21.0% |
| YTD | +3.1% | -82.4% | +85.5% | +1.6% |
| 1Y | -0.3% | -94.7% | +94.5% | -1.4% |
| 3Y | +50.1% | -99.3% | +149.4% | +48.2% |
| 5Y | +74.6% | -99.9% | +174.5% | +72.6% |
| All | +878.4% | -98.6% | +976.9% | +882.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling