+578.8%
MS vs FCEL
-98.9%
+677.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.6% | -5.5% | +2.7% |
| 7D | +0.7% | +3.0% | -2.3% | +0.5% |
| 30D | -0.9% | -40.0% | +39.1% | +1.5% |
| 3M | -13.0% | -47.0% | +34.1% | -10.7% |
| 6M | -2.0% | -21.0% | +19.0% | -3.4% |
| YTD | +7.8% | +48.0% | -40.2% | +1.5% |
| 1Y | +17.9% | +43.9% | -26.0% | +10.8% |
| 3Y | +174.8% | -67.5% | +242.3% | +165.9% |
| 5Y | +119.9% | -96.7% | +216.5% | +131.6% |
| 10Y | +578.8% | -99.0% | +677.9% | +621.4% |
| All | +578.8% | -98.9% | +677.8% | +621.4% |
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