+726.4%
FSLR vs MAR
+881.0%
-154.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | -4.2% | +4.1% | +2.2% |
| 30D | -13.7% | -6.7% | -7.0% | -10.5% |
| 3M | -35.1% | -12.5% | -22.6% | -31.1% |
| 6M | +3.6% | +0.6% | +3.1% | +1.9% |
| YTD | -21.7% | +9.1% | -30.8% | -27.0% |
| 1Y | +1.3% | +26.2% | -24.9% | -13.2% |
| 3Y | +9.7% | +68.2% | -58.5% | -21.9% |
| 5Y | +117.4% | +163.9% | -46.6% | +14.4% |
| 10Y | +435.5% | +420.6% | +14.9% | +57.0% |
| All | +726.4% | +881.0% | -154.6% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling