-96.9%
FCEL vs MAS
+39.2%
-136.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.9% | +13.5% | +13.1% |
| 7D | -11.2% | +2.0% | -13.2% | -13.3% |
| 30D | -45.8% | +19.4% | -65.2% | -54.4% |
| 3M | -51.0% | +9.4% | -60.4% | -55.8% |
| 6M | -22.2% | +15.3% | -37.6% | -34.1% |
| YTD | +36.3% | +31.3% | +4.9% | -1.0% |
| 1Y | +29.0% | +34.9% | -5.8% | -8.8% |
| 3Y | -70.9% | +58.6% | -129.5% | -83.9% |
| All | -96.9% | +39.2% | -136.1% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling