-91.4%
FCEL vs MSFU
+95.0%
-186.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.6% | -3.5% |
| 7D | -8.3% | +4.0% | -12.3% | -9.8% |
| 30D | -43.0% | -2.3% | -40.7% | -42.4% |
| 3M | -48.2% | +7.1% | -55.3% | -49.6% |
| 6M | -25.0% | +48.9% | -73.9% | -37.7% |
| YTD | +40.6% | +2.4% | +38.2% | +30.4% |
| 1Y | +36.0% | -8.1% | +44.1% | +31.4% |
| 3Y | -66.7% | +25.2% | -91.9% | -73.5% |
| All | -91.4% | +95.0% | -186.4% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling