+601.1%
MSI vs FCUV
-98.6%
+699.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.5% |
| 7D | -0.4% | -66.5% | +66.1% | -0.3% |
| 30D | -0.8% | +5.0% | -5.7% | -0.8% |
| 3M | +13.9% | +63.8% | -49.9% | +13.2% |
| 6M | +1.3% | -67.8% | +69.2% | +0.8% |
| YTD | +22.3% | -82.4% | +104.7% | +21.7% |
| 1Y | -3.9% | -94.7% | +90.9% | -4.2% |
| 3Y | +69.9% | -99.3% | +169.1% | +69.2% |
| 5Y | +103.8% | -99.9% | +203.6% | +103.0% |
| All | +601.1% | -98.6% | +699.7% | +601.5% |
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