+171.3%
MS vs FCEL
-68.0%
+239.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.5% |
| 7D | +0.8% | -8.3% | +9.1% | +1.1% |
| 30D | -0.7% | -43.0% | +42.3% | +1.8% |
| 3M | -12.4% | -48.2% | +35.8% | -10.1% |
| 6M | -1.7% | -25.0% | +23.2% | -2.6% |
| YTD | +8.0% | +40.6% | -32.6% | +2.7% |
| 1Y | +16.2% | +36.0% | -19.8% | +10.3% |
| 3Y | +171.3% | -66.7% | +238.0% | +168.1% |
| All | +171.3% | -68.0% | +239.3% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling