0.0%
FSLR vs MAGS
+14.5%
-14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.1% | -5.1% |
| 7D | +0.2% | +0.8% | -0.6% | -0.5% |
| 30D | -15.1% | +0.4% | -15.5% | -15.4% |
| 3M | -22.5% | +5.6% | -28.1% | -25.5% |
| 6M | +4.0% | +12.3% | -8.4% | -3.9% |
| YTD | -22.3% | +5.1% | -27.3% | -24.6% |
| 1Y | 0.0% | +14.0% | -13.9% | -5.8% |
| All | 0.0% | +14.5% | -14.4% | -5.8% |
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