-99.8%
FCEL vs MSI
+3,035.2%
-3,135.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | -15.8% | -3.7% | -12.1% | -14.2% |
| 30D | -29.3% | +6.8% | -36.1% | -31.6% |
| 3M | -30.1% | +14.3% | -44.4% | -34.8% |
| 6M | +74.4% | -1.6% | +76.0% | +72.6% |
| YTD | +104.5% | +22.8% | +81.7% | +81.4% |
| 1Y | +281.4% | -1.1% | +282.5% | +273.3% |
| 3Y | -66.1% | +70.5% | -136.6% | -75.3% |
| 5Y | -91.9% | +102.8% | -194.7% | -94.5% |
| 10Y | -99.2% | +597.4% | -696.6% | -99.7% |
| All | -99.8% | +3,035.2% | -3,135.0% | -99.9% |
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