+596.8%
MSTR vs FCUV
-97.7%
+694.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.5% |
| 7D | -11.5% | +2.4% | -13.9% | -11.5% |
| 30D | -24.8% | -25.9% | +1.1% | -24.7% |
| 3M | +20.6% | -44.8% | +65.4% | +20.8% |
| 6M | -38.0% | -3.5% | -34.5% | -39.5% |
| YTD | -24.7% | -90.7% | +66.0% | -25.3% |
| 1Y | -49.1% | -97.9% | +48.8% | -48.9% |
| 3Y | +124.7% | -99.5% | +224.2% | +124.3% |
| 5Y | +40.9% | -99.9% | +140.8% | +41.4% |
| 10Y | +481.5% | -99.3% | +580.7% | +483.6% |
| All | +596.8% | -97.7% | +694.6% | +612.5% |
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 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