+502.4%
MTSI vs FCUV
-99.3%
+601.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +29.1% | +2.4% | +26.7% | +29.1% |
| 30D | -20.4% | -25.9% | +5.5% | -20.3% |
| 3M | -20.9% | -44.8% | +23.8% | -20.9% |
| 6M | -32.3% | -3.5% | -28.8% | -34.0% |
| YTD | +43.5% | -90.7% | +134.2% | +41.5% |
| 1Y | +43.8% | -97.9% | +141.7% | +43.2% |
| 3Y | +218.8% | -99.5% | +318.3% | +216.0% |
| 5Y | +228.3% | -99.9% | +328.2% | +226.8% |
| All | +502.4% | -99.3% | +601.6% | +451.2% |
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