+5,285.6%
MS vs FCEL
-99.9%
+5,385.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.3% | +9.3% | -4.2% |
| 7D | -3.4% | -26.7% | +23.3% | -0.1% |
| 30D | -3.9% | -56.8% | +52.8% | +5.3% |
| 3M | -15.9% | -57.8% | +41.9% | -8.6% |
| 6M | -2.5% | -34.1% | +31.6% | -4.2% |
| YTD | +5.1% | +22.2% | -17.1% | -6.5% |
| 1Y | +13.0% | +5.2% | +7.8% | +1.4% |
| 3Y | +160.7% | -76.2% | +236.9% | +147.4% |
| 5Y | +114.0% | -96.7% | +210.7% | +142.1% |
| 10Y | +637.5% | -99.2% | +736.6% | +505.5% |
| All | +5,285.6% | -99.9% | +5,385.6% | +4,464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling