+764.4%
MSI vs FCUV
-87.2%
+851.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | -3.7% | +62.8% | -66.5% | -3.7% |
| 30D | +6.8% | +66.5% | -59.7% | +6.7% |
| 3M | +14.3% | +459.9% | -445.6% | +13.6% |
| 6M | -1.6% | -12.4% | +10.8% | -2.1% |
| YTD | +22.8% | -47.5% | +70.3% | +22.2% |
| 1Y | -1.1% | -80.5% | +79.4% | -1.5% |
| 3Y | +70.5% | -97.6% | +168.1% | +69.7% |
| 5Y | +102.8% | -99.5% | +202.3% | +102.0% |
| 10Y | +597.4% | -95.8% | +693.2% | +599.8% |
| All | +764.4% | -87.2% | +851.7% | +772.2% |
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