-99.8%
FCEL vs MOS
+61.3%
-161.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.3% | +11.4% |
| 7D | -11.3% | +21.6% | -32.9% | -19.1% |
| 30D | -45.8% | +12.0% | -57.8% | -49.1% |
| 3M | -51.0% | -3.9% | -47.1% | -51.5% |
| 6M | -22.3% | -3.3% | -19.0% | -23.5% |
| YTD | +36.2% | -4.6% | +40.8% | +32.9% |
| 1Y | +29.0% | -7.0% | +35.9% | +26.7% |
| 3Y | -70.9% | -24.4% | -46.5% | -69.2% |
| 5Y | -96.3% | -32.1% | -64.2% | -96.0% |
| 10Y | -99.1% | +10.3% | -109.4% | -99.2% |
| All | -99.8% | +61.3% | -161.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling