+196.3%
MTSI vs FCEL
-68.7%
+264.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | 0.0% | -4.8% |
| 7D | +10.0% | -2.8% | +12.8% | +10.5% |
| 30D | -20.3% | -31.6% | +11.3% | -16.0% |
| 3M | -24.4% | -52.4% | +28.0% | -17.4% |
| 6M | -39.2% | -51.4% | +12.2% | -34.7% |
| YTD | +35.5% | +32.4% | +3.1% | +32.9% |
| 1Y | +43.0% | +37.5% | +5.5% | +39.3% |
| 3Y | +196.3% | -69.3% | +265.5% | +214.3% |
| All | +196.3% | -68.7% | +264.9% | +214.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling