-86.2%
FCEL vs MSFU
+70.7%
-156.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | +15.1% | -2.3% | +17.4% | +15.7% |
| 30D | -16.4% | -6.3% | -10.2% | -15.1% |
| 3M | -5.3% | +40.0% | -45.2% | -18.4% |
| 6M | +124.5% | +30.1% | +94.4% | +92.5% |
| YTD | +126.7% | -10.3% | +137.0% | +119.7% |
| 1Y | +219.9% | -19.0% | +238.9% | +221.8% |
| 3Y | -61.6% | +25.8% | -87.4% | -70.7% |
| All | -86.2% | +70.7% | -156.9% | -91.9% |
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