+1,100.3%
MSFT vs FCUV
-87.2%
+1,187.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.6% | -2.0% |
| 7D | -2.7% | +62.8% | -65.5% | -2.9% |
| 30D | +2.7% | +66.5% | -63.8% | +2.4% |
| 3M | +17.0% | +459.9% | -443.0% | +14.6% |
| 6M | +23.8% | -12.4% | +36.2% | +21.7% |
| YTD | +4.0% | -47.5% | +51.5% | +2.3% |
| 1Y | -0.8% | -80.5% | +79.7% | -2.2% |
| 3Y | +55.6% | -97.6% | +153.2% | +53.4% |
| 5Y | +72.9% | -99.5% | +172.4% | +70.6% |
| 10Y | +875.8% | -95.8% | +971.6% | +864.8% |
| All | +1,100.3% | -87.2% | +1,187.5% | +1,084.2% |
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 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