-60.3%
FCEL vs MAGS
+126.5%
-186.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -7.0% |
| 7D | +15.1% | +0.8% | +14.3% | +14.1% |
| 30D | -16.4% | +0.4% | -16.8% | -17.1% |
| 3M | -5.3% | +5.6% | -10.8% | -9.6% |
| 6M | +124.5% | +12.3% | +112.2% | +106.6% |
| YTD | +126.7% | +5.1% | +121.6% | +118.8% |
| 1Y | +219.9% | +14.0% | +205.9% | +196.3% |
| All | -60.3% | +126.5% | -186.8% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling