+447.0%
FSLR vs MAR
+419.7%
+27.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -5.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -15.1% | -4.7% | -10.5% | -13.7% |
| 3M | -22.5% | -15.6% | -6.9% | -18.0% |
| 6M | +4.0% | +1.2% | +2.7% | +2.4% |
| YTD | -22.3% | +7.5% | -29.7% | -25.6% |
| 1Y | 0.0% | +26.6% | -26.6% | -10.5% |
| 3Y | +10.9% | +66.0% | -55.1% | -12.4% |
| 5Y | +105.4% | +154.1% | -48.7% | +33.4% |
| 10Y | +447.0% | +441.9% | +5.1% | +193.9% |
| All | +447.0% | +419.7% | +27.3% | +193.9% |
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