+1,117.5%
MTSI vs FCUV
-87.2%
+1,204.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.7% | +17.1% | +3.5% |
| 7D | +1.4% | +62.8% | -61.4% | +1.1% |
| 30D | +2.1% | +66.5% | -64.4% | +1.7% |
| 3M | -29.7% | +459.9% | -489.7% | -31.8% |
| 6M | +12.5% | -12.4% | +24.9% | +10.1% |
| YTD | +57.0% | -47.5% | +104.6% | +54.0% |
| 1Y | +103.9% | -80.5% | +184.4% | +101.0% |
| 3Y | +223.6% | -97.6% | +321.2% | +218.9% |
| 5Y | +321.6% | -99.5% | +421.1% | +317.4% |
| 10Y | +517.7% | -95.8% | +613.5% | +482.5% |
| All | +1,117.5% | -87.2% | +1,204.8% | +1,052.2% |
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 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