+1,002.1%
MTSI vs FCEL
-99.9%
+1,102.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.1% |
| 7D | -3.8% | -8.3% | +4.5% | -2.8% |
| 30D | -31.4% | -43.0% | +11.6% | -27.5% |
| 3M | -23.8% | -48.2% | +24.4% | -19.1% |
| 6M | -37.1% | -25.0% | -12.1% | -36.5% |
| YTD | +32.2% | +40.6% | -8.4% | +24.5% |
| 1Y | +26.9% | +36.0% | -9.0% | +19.3% |
| 3Y | +193.7% | -66.7% | +260.5% | +187.0% |
| 5Y | +218.0% | -96.7% | +314.7% | +258.9% |
| 10Y | +477.8% | -99.0% | +576.8% | +546.4% |
| All | +1,002.1% | -99.9% | +1,102.0% | +1,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling