+26.4%
MTSI vs FCEL
+18.3%
+8.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.5% | -0.7% | +8.4% |
| 7D | -10.0% | -11.2% | +1.2% | -7.4% |
| 30D | -37.2% | -45.8% | +8.6% | -29.3% |
| 3M | -30.1% | -51.0% | +20.9% | -20.7% |
| 6M | -31.9% | -22.2% | -9.7% | -26.7% |
| YTD | +23.2% | +36.3% | -13.1% | +21.8% |
| 1Y | +26.4% | +29.0% | -2.6% | +23.3% |
| All | +26.4% | +18.3% | +8.1% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling