+769.7%
MSTR vs FCUV
-87.2%
+857.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.7% | +12.3% | -1.3% |
| 7D | +12.2% | +62.8% | -50.7% | +11.8% |
| 30D | +45.2% | +66.5% | -21.3% | +44.6% |
| 3M | +10.4% | +459.9% | -449.6% | +6.8% |
| 6M | -2.5% | -12.4% | +9.9% | -4.4% |
| YTD | -6.0% | -47.5% | +41.5% | -7.5% |
| 1Y | -56.4% | -80.5% | +24.1% | -56.8% |
| 3Y | +306.3% | -97.6% | +403.9% | +302.6% |
| 5Y | +100.5% | -99.5% | +200.0% | +99.5% |
| 10Y | +741.1% | -95.8% | +836.8% | +737.5% |
| All | +769.7% | -87.2% | +857.0% | +782.4% |
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 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