+113.8%
MSTR vs FCUV
-99.8%
+213.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -65.2% | +60.8% | -3.2% |
| 7D | +9.3% | -47.9% | +57.3% | +9.8% |
| 30D | +36.5% | +13.7% | +22.9% | +35.2% |
| 3M | +7.3% | +97.0% | -89.7% | -2.4% |
| 6M | +2.2% | -66.1% | +68.4% | +3.4% |
| YTD | -10.2% | -81.8% | +71.6% | -3.9% |
| 1Y | -58.6% | -93.3% | +34.7% | -53.1% |
| 3Y | +283.2% | -99.2% | +382.4% | +374.9% |
| 5Y | +113.8% | -99.9% | +213.6% | +227.5% |
| All | +113.8% | -99.8% | +213.6% | +227.5% |
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 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