-96.9%
FCEL vs MOS
-32.4%
-64.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.3% | +11.4% |
| 7D | -11.3% | +21.6% | -32.9% | -21.0% |
| 30D | -45.8% | +12.0% | -57.8% | -49.8% |
| 3M | -51.0% | -3.9% | -47.1% | -51.4% |
| 6M | -22.3% | -3.3% | -19.0% | -23.6% |
| YTD | +36.2% | -4.6% | +40.8% | +31.3% |
| 1Y | +29.0% | -7.0% | +35.9% | +25.5% |
| 3Y | -70.9% | -24.4% | -46.5% | -69.1% |
| All | -96.9% | -32.4% | -64.6% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling