+173.5%
FCEL vs MAGS
+13.0%
+160.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.6% |
| 7D | +6.3% | -1.8% | +8.0% | +9.0% |
| 30D | -18.8% | +1.1% | -19.9% | -20.9% |
| 3M | -3.8% | +7.7% | -11.5% | -17.0% |
| 6M | +121.1% | +11.7% | +109.4% | +86.3% |
| YTD | +113.3% | +4.9% | +108.4% | +98.6% |
| 1Y | +173.5% | +14.3% | +159.2% | +140.2% |
| All | +173.5% | +13.0% | +160.5% | +140.2% |
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