+466.4%
FSLR vs MAR
+528.1%
-61.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -6.5% |
| 7D | -2.6% | +2.9% | -5.5% | -3.7% |
| 30D | +1.8% | +17.0% | -15.3% | -4.1% |
| 3M | -24.4% | +23.2% | -47.5% | -30.2% |
| 6M | -17.7% | +21.7% | -39.5% | -24.3% |
| YTD | -30.7% | +38.9% | -69.6% | -39.9% |
| 1Y | -33.6% | +48.7% | -82.3% | -44.0% |
| 3Y | +35.1% | +122.9% | -87.8% | -5.0% |
| 5Y | +63.1% | +177.5% | -114.4% | +2.5% |
| 10Y | +466.4% | +537.5% | -71.1% | +104.7% |
| All | +466.4% | +528.1% | -61.7% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling