+539.5%
MTSI vs FCUV
-98.5%
+638.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -65.2% | +67.4% | +2.5% |
| 7D | +4.9% | -47.9% | +52.8% | +4.9% |
| 30D | -11.6% | +13.7% | -25.2% | -11.9% |
| 3M | -24.1% | +97.0% | -121.1% | -26.2% |
| 6M | +32.4% | -66.1% | +98.5% | +29.7% |
| YTD | +60.4% | -81.8% | +142.2% | +57.7% |
| 1Y | +111.0% | -93.3% | +204.3% | +108.5% |
| 3Y | +246.1% | -99.2% | +345.4% | +242.2% |
| 5Y | +340.3% | -99.9% | +440.2% | +337.4% |
| 10Y | +539.5% | -98.5% | +638.0% | +482.8% |
| All | +539.5% | -98.5% | +638.0% | +482.8% |
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