-79.7%
FCEL vs MAGS
+188.2%
-267.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +3.1% |
| 7D | -15.8% | +0.5% | -16.4% | -16.3% |
| 30D | -29.3% | +1.5% | -30.8% | -30.4% |
| 3M | -30.1% | +0.5% | -30.6% | -30.3% |
| 6M | +74.4% | +11.6% | +62.9% | +61.4% |
| YTD | +104.5% | +5.3% | +99.2% | +97.4% |
| 1Y | +281.4% | +14.9% | +266.5% | +251.4% |
| 3Y | -66.1% | +128.9% | -195.0% | -80.6% |
| All | -79.7% | +188.2% | -267.8% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling