+29.0%
FCEL vs MOS
-11.3%
+40.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.4% | +11.5% |
| 7D | -11.2% | +21.6% | -32.8% | -15.3% |
| 30D | -45.8% | +12.0% | -57.7% | -47.0% |
| 3M | -51.0% | -3.9% | -47.1% | -49.6% |
| 6M | -22.2% | -3.3% | -18.9% | -20.7% |
| YTD | +36.3% | -4.6% | +40.9% | +36.5% |
| 1Y | +29.0% | -7.0% | +36.0% | +30.9% |
| All | +29.0% | -11.3% | +40.3% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling