-30.1%
MTSI vs FCUV
-71.3%
+41.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.9% | +13.7% | +10.8% |
| 7D | -10.0% | -13.0% | +3.0% | -10.4% |
| 30D | -37.2% | -36.9% | -0.3% | -38.7% |
| 3M | -30.1% | -65.3% | +35.3% | -30.1% |
| All | -30.1% | -71.3% | +41.3% | -30.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling