+42.7%
MKSI vs FCEL
+32.6%
+10.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.0% | +1.0% | -3.8% |
| 7D | -10.7% | -14.9% | +4.2% | -7.8% |
| 30D | -30.5% | -41.7% | +11.2% | -23.3% |
| 3M | -39.2% | -53.2% | +14.0% | -30.9% |
| 6M | -33.0% | -19.0% | -14.0% | -29.0% |
| YTD | +22.3% | +44.2% | -21.9% | +17.6% |
| 1Y | +42.7% | +42.4% | +0.3% | +36.9% |
| All | +42.7% | +32.6% | +10.1% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling