-69.3%
FCEL vs MAGS
+122.1%
-191.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | -2.8% | +1.7% | -4.5% | -4.1% |
| 30D | -31.6% | -5.8% | -25.9% | -27.0% |
| 3M | -52.4% | +0.2% | -52.7% | -51.7% |
| 6M | -51.4% | -2.7% | -48.8% | -49.3% |
| YTD | +32.4% | +4.1% | +28.3% | +31.3% |
| 1Y | +37.5% | +7.5% | +30.0% | +33.5% |
| 3Y | -69.3% | +122.0% | -191.3% | -82.2% |
| All | -69.3% | +122.1% | -191.4% | -82.2% |
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 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