-65.4%
FCEL vs MOS
-29.5%
-35.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.2% |
| 7D | -15.8% | +9.5% | -25.4% | -19.9% |
| 30D | -29.3% | +10.4% | -39.7% | -33.3% |
| 3M | -30.1% | +12.9% | -43.0% | -35.2% |
| 6M | +74.4% | +1.2% | +73.2% | +66.9% |
| YTD | +104.5% | +9.3% | +95.2% | +86.8% |
| 1Y | +281.4% | -18.0% | +299.4% | +308.9% |
| All | -65.4% | -29.5% | -35.9% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling