+37,533.0%
MSFT vs FCEL
-99.8%
+37,632.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.2% |
| 7D | -2.7% | -15.8% | +13.1% | -1.7% |
| 30D | +2.7% | -29.3% | +32.0% | +4.7% |
| 3M | +17.0% | -30.1% | +47.1% | +17.3% |
| 6M | +23.8% | +74.4% | -50.6% | +14.5% |
| YTD | +4.0% | +104.5% | -100.5% | -5.4% |
| 1Y | -0.8% | +281.4% | -282.2% | -15.0% |
| 3Y | +55.6% | -66.1% | +121.7% | +48.0% |
| 5Y | +72.9% | -91.9% | +164.8% | +75.0% |
| 10Y | +875.8% | -99.2% | +975.0% | +817.3% |
| All | +37,533.0% | -99.8% | +37,632.8% | +30,006.6% |
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 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