-99.1%
FCEL vs MAS
+213.7%
-312.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.9% | +13.5% | +13.1% |
| 7D | -11.2% | +2.0% | -13.2% | -13.2% |
| 30D | -45.8% | +19.4% | -65.2% | -54.1% |
| 3M | -51.0% | +9.4% | -60.4% | -55.7% |
| 6M | -22.2% | +15.3% | -37.6% | -33.5% |
| YTD | +36.3% | +31.3% | +4.9% | +1.7% |
| 1Y | +29.0% | +34.9% | -5.8% | -6.0% |
| 3Y | -70.9% | +58.6% | -129.5% | -82.1% |
| 5Y | -96.3% | +40.7% | -137.0% | -97.4% |
| All | -99.1% | +213.7% | -312.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling