-30.1%
FCEL vs MSTU
-90.8%
+60.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.3% | +2.3% | -4.0% |
| 7D | -8.3% | -21.7% | +13.4% | -5.1% |
| 30D | -43.0% | -42.8% | -0.2% | -38.6% |
| 3M | -48.2% | +21.4% | -69.6% | -51.4% |
| 6M | -25.0% | -74.1% | +49.1% | -15.7% |
| YTD | +40.6% | -72.4% | +113.0% | +47.9% |
| 1Y | +36.0% | -90.1% | +126.1% | +60.1% |
| All | -30.1% | -90.8% | +60.7% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling