+1.7%
FCEL vs MSTU
-85.2%
+86.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.3% |
| 7D | -15.8% | +21.3% | -37.2% | -18.7% |
| 30D | -29.3% | +90.8% | -120.1% | -36.8% |
| 3M | -30.1% | -6.8% | -23.4% | -32.9% |
| 6M | +74.4% | -39.8% | +114.3% | +74.1% |
| YTD | +104.5% | -55.7% | +160.2% | +104.2% |
| 1Y | +281.4% | -92.7% | +374.0% | +360.8% |
| All | +1.7% | -85.2% | +86.9% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling