-70.9%
FCEL vs MSI
+77.7%
-148.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.5% | +12.0% | +11.4% |
| 7D | -11.2% | +4.7% | -15.9% | -10.2% |
| 30D | -45.8% | +14.8% | -60.5% | -44.2% |
| 3M | -51.0% | +8.8% | -59.8% | -49.9% |
| 6M | -22.2% | +19.3% | -41.6% | -19.1% |
| YTD | +36.3% | +35.3% | +0.9% | +44.3% |
| 1Y | +29.0% | +33.8% | -4.7% | +36.7% |
| 3Y | -70.9% | +74.4% | -145.3% | -74.2% |
| All | -70.9% | +77.7% | -148.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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