+28.8%
MSFT vs FCEL
-37.5%
+66.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.6% |
| 7D | -2.4% | +14.8% | -17.2% | -3.0% |
| 30D | -3.8% | -33.9% | +30.1% | -2.4% |
| 3M | +6.4% | -52.7% | +59.1% | +8.9% |
| 6M | +28.8% | -40.0% | +68.8% | +29.8% |
| All | +28.8% | -37.5% | +66.3% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling