-26.0%
FSLR vs MAGS
+5.9%
-31.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +2.8% |
| 7D | +10.3% | -1.4% | +11.7% | +11.5% |
| 30D | +10.4% | -4.4% | +14.8% | +14.6% |
| 3M | -20.2% | +1.9% | -22.1% | -21.4% |
| 6M | -8.0% | +4.9% | -12.9% | -10.2% |
| YTD | -25.5% | +6.5% | -32.1% | -28.8% |
| 1Y | -26.0% | +6.3% | -32.3% | -29.2% |
| All | -26.0% | +5.9% | -31.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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