+145.1%
MS vs FCEL
-91.9%
+237.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | +1.4% | -15.8% | +17.2% | +2.5% |
| 30D | -0.3% | -29.3% | +29.0% | +2.0% |
| 3M | +0.3% | -30.1% | +30.4% | +0.6% |
| 6M | +31.3% | +74.4% | -43.1% | +19.9% |
| YTD | +24.7% | +104.5% | -79.9% | +11.6% |
| 1Y | +47.9% | +281.4% | -233.5% | +23.0% |
| 3Y | +178.3% | -66.1% | +244.4% | +174.6% |
| All | +145.1% | -91.9% | +237.0% | +164.4% |
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 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