+8.1%
FCEL vs MSTU
-87.7%
+95.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.5% |
| 7D | +6.3% | -16.6% | +22.9% | +8.6% |
| 30D | -26.7% | +69.7% | -96.4% | -33.6% |
| 3M | -10.2% | -7.5% | -2.7% | -13.5% |
| 6M | +123.5% | -43.1% | +166.6% | +124.3% |
| YTD | +117.4% | -63.0% | +180.4% | +121.9% |
| 1Y | +146.0% | -93.8% | +239.8% | +203.5% |
| All | +8.1% | -87.7% | +95.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling