+677.4%
MSTR vs FCUV
-98.6%
+776.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | -2.8% |
| 7D | +7.7% | -63.8% | +71.5% | +8.2% |
| 30D | +36.3% | -14.7% | +51.0% | +36.1% |
| 3M | +13.4% | +65.3% | -51.9% | +9.9% |
| 6M | -4.5% | -68.5% | +64.0% | -6.3% |
| YTD | -12.7% | -83.0% | +70.4% | -13.7% |
| 1Y | -59.6% | -94.4% | +34.8% | -59.8% |
| 3Y | +272.5% | -99.3% | +371.7% | +270.9% |
| 5Y | +107.1% | -99.9% | +207.0% | +107.3% |
| 10Y | +677.4% | -98.6% | +776.0% | +663.3% |
| All | +677.4% | -98.6% | +776.0% | +663.3% |
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