+878.4%
MSFT vs FCEL
-99.1%
+977.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | -0.8% | +6.3% | -7.1% | -1.1% |
| 30D | +0.8% | -26.7% | +27.5% | +1.8% |
| 3M | +27.2% | -10.2% | +37.4% | +26.3% |
| 6M | +22.9% | +123.5% | -100.6% | +16.1% |
| YTD | +3.1% | +117.4% | -114.2% | -2.7% |
| 1Y | -0.3% | +146.0% | -146.2% | -7.1% |
| 3Y | +50.1% | -61.9% | +112.0% | +45.1% |
| 5Y | +74.6% | -90.5% | +165.1% | +75.1% |
| All | +878.4% | -99.1% | +977.5% | +900.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling