-99.0%
FCEL vs MOS
+6.2%
-105.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.8% | +7.8% |
| 7D | +3.0% | +19.7% | -16.6% | -7.0% |
| 30D | -40.0% | +21.5% | -61.5% | -46.4% |
| 3M | -47.0% | -0.4% | -46.6% | -48.5% |
| 6M | -21.0% | +4.5% | -25.6% | -25.3% |
| YTD | +48.0% | -2.9% | +50.9% | +42.0% |
| 1Y | +43.9% | -7.7% | +51.6% | +41.1% |
| 3Y | -67.5% | -25.6% | -41.9% | -65.2% |
| 5Y | -96.7% | -31.2% | -65.5% | -96.4% |
| 10Y | -99.0% | +2.8% | -101.8% | -99.2% |
| All | -99.0% | +6.2% | -105.2% | -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