+674.5%
FSLR vs MAR
+1,116.2%
-441.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +5.3% | +0.2% | +5.0% | +5.1% |
| 30D | +7.8% | +14.0% | -6.3% | +0.5% |
| 3M | -23.4% | +18.1% | -41.5% | -30.1% |
| 6M | -12.9% | +18.6% | -31.5% | -21.5% |
| YTD | -26.7% | +35.3% | -61.9% | -39.1% |
| 1Y | -28.4% | +44.5% | -72.9% | -42.8% |
| 3Y | +44.6% | +120.7% | -76.1% | -11.3% |
| 5Y | +67.9% | +164.1% | -96.2% | -10.7% |
| 10Y | +496.9% | +515.5% | -18.6% | +61.5% |
| All | +674.5% | +1,116.2% | -441.7% | +1.7% |
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 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