+71.2%
MSFU vs FCUV
-99.8%
+171.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -6.9% | -72.0% | +65.0% | -5.3% |
| 30D | -5.1% | -8.0% | +2.9% | -5.9% |
| 3M | +44.6% | +66.3% | -21.6% | +31.7% |
| 6M | +32.8% | -75.3% | +108.1% | +28.0% |
| YTD | -10.1% | -83.0% | +72.9% | -12.3% |
| 1Y | -19.4% | -94.7% | +75.3% | -18.3% |
| 3Y | +26.2% | -99.3% | +125.4% | +42.6% |
| All | +71.2% | -99.8% | +171.0% | +179.5% |
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