+539.5%
MTSI vs FCEL
-99.0%
+638.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +18.8% | -16.6% | +0.6% |
| 7D | +4.9% | +4.0% | +0.9% | +4.3% |
| 30D | -11.6% | -13.1% | +1.5% | -10.8% |
| 3M | -24.1% | +14.6% | -38.6% | -26.0% |
| 6M | +32.4% | +133.7% | -101.3% | +19.8% |
| YTD | +60.4% | +143.0% | -82.5% | +43.8% |
| 1Y | +111.0% | +320.9% | -209.9% | +78.2% |
| 3Y | +246.1% | -58.9% | +305.0% | +229.1% |
| 5Y | +340.3% | -89.7% | +430.0% | +350.5% |
| 10Y | +539.5% | -99.1% | +638.6% | +622.8% |
| All | +539.5% | -99.0% | +638.5% | +622.8% |
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 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