-86.8%
MSTU vs FCUV
-95.7%
+8.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -65.2% | +56.6% | -7.5% |
| 7D | +16.1% | -47.9% | +64.1% | +16.9% |
| 30D | +68.7% | +13.7% | +55.0% | +67.8% |
| 3M | -11.0% | +97.0% | -108.0% | -19.2% |
| 6M | -33.4% | -66.1% | +32.7% | -28.4% |
| YTD | -59.5% | -81.8% | +22.2% | -51.5% |
| 1Y | -93.4% | -93.3% | -0.1% | -91.3% |
| All | -86.8% | -95.7% | +8.8% | -80.3% |
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 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