+213.7%
MTSI vs FCEL
-66.8%
+280.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -0.8% |
| 7D | +29.1% | +14.8% | +14.3% | +26.9% |
| 30D | -20.4% | -33.9% | +13.5% | -15.9% |
| 3M | -20.9% | -52.7% | +31.8% | -13.7% |
| 6M | -32.3% | -40.0% | +7.8% | -28.7% |
| YTD | +43.5% | +40.2% | +3.3% | +39.6% |
| 1Y | +43.8% | +32.9% | +10.9% | +39.8% |
| All | +213.7% | -66.8% | +280.6% | +230.1% |
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