-99.0%
FCEL vs MOS
-1.8%
-97.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.9% |
| 7D | +3.9% | +5.5% | -1.6% | +1.0% |
| 30D | -33.1% | +21.0% | -54.1% | -40.2% |
| 3M | -43.0% | -0.5% | -42.5% | -44.5% |
| 6M | -31.3% | +6.6% | -37.9% | -35.6% |
| YTD | +49.8% | -2.8% | +52.6% | +43.5% |
| 1Y | +48.2% | -8.1% | +56.2% | +45.4% |
| 3Y | -64.6% | -25.6% | -39.0% | -62.1% |
| 5Y | -96.7% | -29.8% | -67.0% | -96.5% |
| 10Y | -99.0% | +0.6% | -99.6% | -99.2% |
| All | -99.0% | -1.8% | -97.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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