-15.2%
FSLR vs MAGS
+185.9%
-201.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -8.4% | -2.0% | -6.5% | -7.5% |
| 30D | -0.9% | -6.9% | +6.0% | +3.2% |
| 3M | -26.1% | +0.7% | -26.7% | -26.4% |
| 6M | -23.6% | -0.8% | -22.9% | -23.1% |
| YTD | -31.8% | +4.4% | -36.3% | -33.6% |
| 1Y | -32.6% | +3.9% | -36.5% | -34.1% |
| 3Y | +33.0% | +122.7% | -89.7% | -12.7% |
| All | -15.2% | +185.9% | -201.1% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling