+925.3%
MTSI vs FCUV
-97.8%
+1,023.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.2% | -1.6% |
| 7D | -3.8% | -15.3% | +11.5% | -3.7% |
| 30D | -31.4% | -29.7% | -1.6% | -31.3% |
| 3M | -23.8% | -54.5% | +30.8% | -23.7% |
| 6M | -37.1% | -26.7% | -10.3% | -38.5% |
| YTD | +32.2% | -91.0% | +123.2% | +30.4% |
| 1Y | +26.9% | -98.0% | +125.0% | +26.4% |
| 3Y | +193.7% | -99.5% | +293.3% | +191.1% |
| 5Y | +218.0% | -99.9% | +317.9% | +216.4% |
| 10Y | +477.8% | -99.3% | +577.0% | +448.1% |
| All | +925.3% | -97.8% | +1,023.1% | +876.1% |
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 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