+1.7%
FCEL vs MSTZ
-99.3%
+101.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +2.3% |
| 7D | -15.8% | -29.7% | +13.9% | -18.7% |
| 30D | -29.3% | -65.3% | +36.0% | -37.1% |
| 3M | -30.1% | -57.3% | +27.2% | -33.8% |
| 6M | +74.4% | -61.6% | +136.1% | +69.6% |
| YTD | +104.5% | -78.3% | +182.8% | +97.1% |
| 1Y | +281.4% | -30.2% | +311.6% | +338.3% |
| All | +1.7% | -99.3% | +101.0% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling