-99.8%
FCEL vs MOS
+84.9%
-184.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | -15.8% | +9.5% | -25.4% | -19.1% |
| 30D | -29.3% | +10.4% | -39.7% | -32.6% |
| 3M | -30.1% | +12.9% | -43.0% | -34.2% |
| 6M | +74.4% | +1.2% | +73.2% | +69.1% |
| YTD | +104.5% | +9.3% | +95.2% | +92.5% |
| 1Y | +281.4% | -18.0% | +299.4% | +299.2% |
| 3Y | -66.1% | -29.0% | -37.1% | -62.8% |
| 5Y | -91.9% | -9.6% | -82.3% | -92.0% |
| 10Y | -99.2% | +6.1% | -105.3% | -99.3% |
| All | -99.8% | +84.9% | -184.7% | -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