+40,052.9%
MSFT vs FCEL
-99.8%
+40,152.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.0% | +2.8% | -1.9% |
| 7D | +2.3% | -8.3% | +10.6% | +2.8% |
| 30D | -0.4% | -43.0% | +42.6% | +3.1% |
| 3M | +5.6% | -48.2% | +53.7% | +9.1% |
| 6M | +29.0% | -25.0% | +53.9% | +26.5% |
| YTD | +10.9% | +40.6% | -29.7% | +2.7% |
| 1Y | +6.2% | +36.0% | -29.7% | -1.9% |
| 3Y | +47.6% | -66.7% | +114.3% | +39.9% |
| 5Y | +67.9% | -96.7% | +164.6% | +80.5% |
| 10Y | +922.9% | -99.0% | +1,021.9% | +830.6% |
| All | +40,052.9% | -99.8% | +40,152.8% | +32,588.5% |
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