+503.0%
MA vs FCEL
-99.1%
+602.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.7% | +6.3% | -8.0% | -2.0% |
| 30D | +1.7% | -26.7% | +28.4% | +2.6% |
| 3M | +17.2% | -10.2% | +27.4% | +16.3% |
| 6M | +13.3% | +123.5% | -110.2% | +7.3% |
| YTD | +0.2% | +117.4% | -117.2% | -5.4% |
| 1Y | -2.7% | +146.0% | -148.7% | -9.3% |
| 3Y | +39.1% | -61.9% | +101.0% | +34.8% |
| 5Y | +68.8% | -90.5% | +159.3% | +69.4% |
| All | +503.0% | -99.1% | +602.2% | +533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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