+12.7%
FCEL vs MSTZ
-99.2%
+111.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.5% | -12.2% | -6.0% |
| 7D | +15.1% | -23.6% | +38.6% | +12.0% |
| 30D | -16.4% | -60.7% | +44.3% | -24.6% |
| 3M | -5.3% | -58.3% | +53.0% | -10.9% |
| 6M | +124.5% | -60.0% | +184.5% | +118.6% |
| YTD | +126.7% | -75.2% | +201.9% | +122.1% |
| 1Y | +219.9% | -19.9% | +239.8% | +274.1% |
| All | +12.7% | -99.2% | +111.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling