-34.1%
FCEL vs MSTZ
-99.2%
+65.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.5% | -4.8% |
| 7D | -2.8% | +30.8% | -33.6% | +1.3% |
| 30D | -31.6% | +41.2% | -72.8% | -26.4% |
| 3M | -52.4% | -60.9% | +8.5% | -54.8% |
| 6M | -51.4% | -15.7% | -35.7% | -46.1% |
| YTD | +32.4% | -75.2% | +107.6% | +36.7% |
| 1Y | +37.5% | -59.8% | +97.3% | +52.6% |
| All | -34.1% | -99.2% | +65.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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