+941.2%
MTSI vs FCUV
-97.9%
+1,039.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.0% |
| 7D | +3.5% | -15.4% | +18.9% | +3.6% |
| 30D | -30.3% | -32.9% | +2.5% | -30.2% |
| 3M | -26.0% | -46.2% | +20.2% | -26.0% |
| 6M | -36.1% | -30.0% | -6.1% | -37.5% |
| YTD | +34.3% | -91.4% | +125.6% | +32.5% |
| 1Y | +35.3% | -98.1% | +133.3% | +34.7% |
| 3Y | +217.6% | -99.6% | +317.2% | +215.0% |
| 5Y | +210.1% | -99.9% | +310.0% | +208.5% |
| 10Y | +471.4% | -99.3% | +570.7% | +442.2% |
| All | +941.2% | -97.9% | +1,039.1% | +891.5% |
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