+6.1%
FCEL vs MSTU
-88.1%
+94.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.8% | +0.9% | -5.0% |
| 7D | +6.3% | -22.0% | +28.3% | +9.6% |
| 30D | -18.8% | +60.3% | -79.1% | -26.0% |
| 3M | -3.8% | -3.7% | -0.1% | -7.9% |
| 6M | +121.1% | -45.2% | +166.3% | +123.0% |
| YTD | +113.3% | -64.3% | +177.6% | +118.7% |
| 1Y | +173.5% | -94.0% | +267.5% | +239.2% |
| All | +6.1% | -88.1% | +94.1% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling