+112.4%
MS vs FCEL
-96.5%
+209.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.5% | -12.1% | -1.4% |
| 7D | -1.6% | -11.2% | +9.7% | -0.8% |
| 30D | -3.8% | -45.8% | +42.0% | +0.4% |
| 3M | -14.6% | -51.0% | +36.4% | -10.8% |
| 6M | -5.1% | -22.2% | +17.2% | -7.4% |
| YTD | +4.5% | +36.3% | -31.7% | -4.5% |
| 1Y | +13.5% | +29.0% | -15.5% | +3.6% |
| 3Y | +160.4% | -70.9% | +231.3% | +156.6% |
| All | +112.4% | -96.5% | +209.0% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling