+6,288.2%
MS vs FCEL
-99.8%
+6,388.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +1.4% | -15.8% | +17.2% | +3.2% |
| 30D | -0.3% | -29.3% | +29.0% | +3.3% |
| 3M | +0.3% | -30.1% | +30.4% | +0.7% |
| 6M | +31.3% | +74.4% | -43.1% | +14.5% |
| YTD | +24.7% | +104.5% | -79.9% | +5.6% |
| 1Y | +47.9% | +281.4% | -233.5% | +13.1% |
| 3Y | +178.3% | -66.1% | +244.4% | +155.5% |
| 5Y | +144.9% | -91.9% | +236.7% | +148.8% |
| 10Y | +804.5% | -99.2% | +903.8% | +679.6% |
| All | +6,288.2% | -99.8% | +6,388.1% | +5,057.5% |
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 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