+1,158.4%
MSFT vs FCUV
-94.7%
+1,253.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | -0.3% |
| 7D | -1.3% | +148.8% | -150.0% | -1.8% |
| 30D | -1.8% | +95.0% | -96.9% | -2.3% |
| 3M | +5.6% | +27.8% | -22.2% | +5.1% |
| 6M | +29.8% | +121.0% | -91.2% | +27.1% |
| YTD | +9.0% | -78.1% | +87.2% | +7.2% |
| 1Y | +4.9% | -94.3% | +99.2% | +3.6% |
| 3Y | +46.2% | -98.9% | +145.1% | +44.1% |
| 5Y | +62.1% | -99.7% | +161.8% | +59.9% |
| 10Y | +899.6% | -98.2% | +997.9% | +888.2% |
| All | +1,158.4% | -94.7% | +1,253.1% | +1,141.2% |
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