+8.1%
FCEL vs MSTZ
-99.1%
+107.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +1.4% |
| 7D | +6.3% | +17.0% | -10.8% | +8.5% |
| 30D | -26.7% | -61.8% | +35.1% | -34.0% |
| 3M | -10.2% | -54.6% | +44.4% | -14.6% |
| 6M | +123.5% | -59.3% | +182.7% | +118.3% |
| YTD | +117.4% | -74.6% | +192.0% | +113.9% |
| 1Y | +146.0% | -18.8% | +164.8% | +188.6% |
| All | +8.1% | -99.1% | +107.2% | +5.2% |
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