+39,287.8%
MSFT vs FCEL
-99.8%
+39,387.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.8% |
| 7D | -2.4% | +14.8% | -17.2% | -3.4% |
| 30D | -3.8% | -33.9% | +30.1% | -1.4% |
| 3M | +6.4% | -52.7% | +59.1% | +10.7% |
| 6M | +28.8% | -40.0% | +68.8% | +28.4% |
| YTD | +8.8% | +40.2% | -31.4% | +0.7% |
| 1Y | +3.2% | +32.9% | -29.8% | -4.6% |
| 3Y | +44.8% | -66.8% | +111.6% | +37.2% |
| 5Y | +61.8% | -97.0% | +158.8% | +75.1% |
| 10Y | +897.9% | -99.1% | +997.0% | +812.3% |
| All | +39,287.8% | -99.8% | +39,387.6% | +31,958.7% |
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