+13.9%
MS vs FCEL
+38.9%
-25.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.4% |
| 7D | +3.7% | +14.8% | -11.1% | +2.8% |
| 30D | +2.0% | -33.9% | +35.8% | +4.0% |
| 3M | -12.6% | -52.7% | +40.1% | -9.7% |
| 6M | -0.3% | -40.0% | +39.8% | 0.0% |
| YTD | +9.0% | +40.2% | -31.2% | +2.6% |
| 1Y | +13.9% | +32.9% | -19.1% | +5.9% |
| All | +13.9% | +38.9% | -25.0% | +5.9% |
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