-70.9%
FCEL vs MOS
-26.6%
-44.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.4% | +11.5% |
| 7D | -11.2% | +21.6% | -32.8% | -19.7% |
| 30D | -45.8% | +12.0% | -57.7% | -49.1% |
| 3M | -51.0% | -3.9% | -47.1% | -50.8% |
| 6M | -22.2% | -3.3% | -18.9% | -22.7% |
| YTD | +36.3% | -4.6% | +40.9% | +32.2% |
| 1Y | +29.0% | -7.0% | +36.0% | +26.4% |
| 3Y | -70.9% | -24.4% | -46.5% | -69.6% |
| All | -70.9% | -26.6% | -44.3% | -69.6% |
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