-0.8%
MSFT vs FCEL
+269.1%
-270.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.1% |
| 7D | -2.7% | -15.8% | +13.1% | -2.2% |
| 30D | +2.7% | -29.3% | +32.0% | +3.7% |
| 3M | +17.0% | -30.1% | +47.1% | +16.8% |
| 6M | +23.8% | +74.4% | -50.6% | +18.1% |
| YTD | +4.0% | +104.5% | -100.5% | -1.5% |
| 1Y | -0.8% | +281.4% | -282.2% | -5.9% |
| All | -0.8% | +269.1% | -270.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling