+451.3%
MTSI vs FCEL
-99.1%
+550.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.5% | -0.7% | +9.8% |
| 7D | -10.0% | -11.2% | +1.2% | -8.8% |
| 30D | -37.2% | -45.8% | +8.6% | -33.4% |
| 3M | -30.1% | -51.0% | +20.9% | -25.4% |
| 6M | -31.9% | -22.2% | -9.7% | -31.5% |
| YTD | +23.2% | +36.3% | -13.1% | +16.6% |
| 1Y | +26.4% | +29.0% | -2.6% | +19.7% |
| 3Y | +186.2% | -70.9% | +257.0% | +183.2% |
| 5Y | +187.0% | -96.3% | +283.3% | +220.4% |
| All | +451.3% | -99.1% | +550.4% | +595.5% |
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 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