+2,175.0%
MKSI vs FCEL
-99.8%
+2,274.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -1.5% |
| 7D | +4.9% | +6.3% | -1.4% | +3.7% |
| 30D | -11.0% | -18.8% | +7.8% | -9.0% |
| 3M | -17.1% | -3.8% | -13.3% | -18.4% |
| 6M | +16.4% | +121.1% | -104.7% | -2.0% |
| YTD | +64.3% | +113.3% | -49.0% | +37.6% |
| 1Y | +137.7% | +173.5% | -35.8% | +88.2% |
| 3Y | +189.1% | -63.9% | +253.0% | +171.8% |
| 5Y | +83.1% | -90.7% | +173.8% | +95.3% |
| 10Y | +509.4% | -99.2% | +608.5% | +482.4% |
| All | +2,175.0% | -99.8% | +2,274.8% | +1,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling