-99.8%
FCEL vs MSI
+3,494.4%
-3,594.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +5.8% |
| 7D | +3.9% | +7.7% | -3.8% | +0.1% |
| 30D | -33.1% | +19.9% | -53.0% | -38.9% |
| 3M | -43.0% | +14.9% | -57.9% | -46.9% |
| 6M | -31.3% | +37.2% | -68.5% | -41.7% |
| YTD | +49.8% | +40.8% | +9.0% | +23.7% |
| 1Y | +48.2% | +38.1% | +10.0% | +23.4% |
| 3Y | -64.6% | +77.7% | -142.3% | -74.8% |
| 5Y | -96.7% | +129.0% | -225.7% | -97.9% |
| 10Y | -99.0% | +671.3% | -770.3% | -99.6% |
| All | -99.8% | +3,494.4% | -3,594.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling