+521.9%
MSTR vs FCUV
-99.2%
+621.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +1.0% |
| 7D | -14.2% | -4.7% | -9.5% | -14.1% |
| 30D | -19.9% | -23.2% | +3.3% | -19.7% |
| 3M | +27.3% | -49.2% | +76.5% | +27.5% |
| 6M | -37.6% | -9.2% | -28.3% | -39.3% |
| YTD | -19.5% | -90.6% | +71.1% | -20.2% |
| 1Y | -47.1% | -97.9% | +50.8% | -46.9% |
| 3Y | +140.3% | -99.5% | +239.8% | +140.0% |
| 5Y | +49.5% | -99.9% | +149.4% | +50.1% |
| 10Y | +521.9% | -99.2% | +621.1% | +510.7% |
| All | +521.9% | -99.2% | +621.1% | +510.7% |
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