-67.5%
FCEL vs MSFU
+34.7%
-102.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.5% | +3.2% | +7.0% |
| 7D | +3.0% | +14.6% | -11.5% | -1.1% |
| 30D | -40.0% | +2.1% | -42.1% | -40.3% |
| 3M | -47.0% | +14.7% | -61.7% | -49.2% |
| 6M | -21.0% | +55.7% | -76.7% | -33.5% |
| YTD | +48.0% | +7.1% | +40.9% | +35.1% |
| 1Y | +43.9% | -0.5% | +44.4% | +34.0% |
| 3Y | -67.5% | +35.7% | -103.2% | -69.4% |
| All | -67.5% | +34.7% | -102.2% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling