-30.3%
FCEL vs MSTU
-91.8%
+61.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.9% | +6.5% | -4.5% |
| 7D | +14.8% | -23.0% | +37.8% | +19.0% |
| 30D | -33.9% | -47.7% | +13.8% | -27.8% |
| 3M | -52.7% | +12.5% | -65.2% | -55.1% |
| 6M | -40.0% | -76.1% | +36.0% | -31.8% |
| YTD | +40.2% | -75.5% | +115.7% | +50.0% |
| 1Y | +32.9% | -90.1% | +123.0% | +57.1% |
| All | -30.3% | -91.8% | +61.5% | -22.6% |
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