+101.0%
MSI vs FCUV
-99.9%
+200.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.4% | -0.6% |
| 7D | -4.0% | -63.8% | +59.8% | -3.7% |
| 30D | -0.5% | -14.7% | +14.2% | -0.6% |
| 3M | +11.4% | +65.3% | -53.9% | +9.0% |
| 6M | +1.0% | -68.5% | +69.5% | +0.1% |
| YTD | +20.7% | -83.0% | +103.7% | +20.3% |
| 1Y | -2.7% | -94.4% | +91.7% | -2.0% |
| 3Y | +68.2% | -99.3% | +167.5% | +73.6% |
| All | +101.0% | -99.9% | +200.9% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling