+810.2%
MS vs FCEL
-99.2%
+909.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +1.4% | -15.8% | +17.2% | +2.2% |
| 30D | -0.3% | -29.3% | +29.0% | +1.4% |
| 3M | +0.3% | -30.1% | +30.4% | +0.6% |
| 6M | +31.3% | +74.4% | -43.1% | +23.8% |
| YTD | +24.7% | +104.5% | -79.9% | +16.1% |
| 1Y | +47.9% | +281.4% | -233.5% | +31.7% |
| 3Y | +178.3% | -66.1% | +244.4% | +169.6% |
| 5Y | +144.9% | -91.9% | +236.7% | +147.8% |
| All | +810.2% | -99.2% | +909.5% | +883.6% |
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