-99.2%
FCEL vs MAS
+219.8%
-319.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -3.4% | -11.8% | -12.5% |
| 7D | -26.7% | +4.6% | -31.2% | -29.7% |
| 30D | -56.8% | +19.9% | -76.6% | -63.4% |
| 3M | -57.8% | +8.9% | -66.7% | -61.6% |
| 6M | -34.1% | +20.2% | -54.3% | -45.5% |
| YTD | +22.2% | +33.9% | -11.7% | -10.1% |
| 1Y | +5.2% | +34.7% | -29.5% | -22.9% |
| 3Y | -76.2% | +60.4% | -136.6% | -85.5% |
| 5Y | -96.7% | +43.5% | -140.1% | -97.7% |
| All | -99.2% | +219.8% | -319.0% | -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