+320.4%
MTSI vs FCEL
-91.9%
+412.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | +1.4% | -15.8% | +17.2% | +3.7% |
| 30D | +2.1% | -29.3% | +31.4% | +6.7% |
| 3M | -29.7% | -30.1% | +0.4% | -28.0% |
| 6M | +12.5% | +74.4% | -61.9% | -0.2% |
| YTD | +57.0% | +104.5% | -47.5% | +34.7% |
| 1Y | +103.9% | +281.4% | -177.5% | +55.9% |
| 3Y | +223.6% | -66.1% | +289.7% | +222.6% |
| All | +320.4% | -91.9% | +412.3% | +414.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling