-58.9%
FCEL vs MSI
+69.3%
-128.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.1% | +19.9% | +18.7% |
| 7D | +4.0% | -5.8% | +9.7% | +3.2% |
| 30D | -13.1% | -1.0% | -12.1% | -13.0% |
| 3M | +14.6% | +14.2% | +0.4% | +17.1% |
| 6M | +133.7% | +1.0% | +132.6% | +135.9% |
| YTD | +143.0% | +21.5% | +121.5% | +149.2% |
| 1Y | +320.9% | -2.1% | +323.0% | +325.2% |
| 3Y | -58.9% | +69.3% | -128.2% | -65.4% |
| All | -58.9% | +69.3% | -128.2% | -65.4% |
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