+281.4%
FCEL vs MAGS
+15.9%
+265.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +4.1% |
| 7D | -15.8% | +0.5% | -16.4% | -16.8% |
| 30D | -29.3% | +1.5% | -30.8% | -31.5% |
| 3M | -30.1% | +0.5% | -30.6% | -31.7% |
| 6M | +74.4% | +11.6% | +62.9% | +47.5% |
| YTD | +104.5% | +5.3% | +99.2% | +90.1% |
| 1Y | +281.4% | +14.9% | +266.5% | +216.9% |
| All | +281.4% | +15.9% | +265.5% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling