+556.2%
MS vs FCEL
-99.0%
+655.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.3% |
| 7D | -1.7% | +3.9% | -5.6% | -2.0% |
| 30D | +0.9% | -33.1% | +34.0% | +2.9% |
| 3M | -10.8% | -43.0% | +32.1% | -8.8% |
| 6M | +0.9% | -31.3% | +32.2% | +0.2% |
| YTD | +9.8% | +49.8% | -40.0% | +3.4% |
| 1Y | +17.1% | +48.2% | -31.1% | +9.9% |
| 3Y | +175.7% | -64.6% | +240.3% | +165.6% |
| 5Y | +125.9% | -96.7% | +222.6% | +138.1% |
| 10Y | +556.2% | -99.0% | +655.2% | +603.3% |
| All | +556.2% | -99.0% | +655.1% | +603.3% |
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