+479.9%
FSLR vs MAS
+219.8%
+260.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.1% | +2.2% |
| 7D | +10.7% | +4.6% | +6.1% | +8.4% |
| 30D | +8.9% | +19.9% | -11.0% | 0.0% |
| 3M | -17.3% | +8.9% | -26.2% | -20.7% |
| 6M | -10.8% | +20.2% | -30.9% | -18.8% |
| YTD | -25.1% | +33.9% | -58.9% | -35.7% |
| 1Y | -29.4% | +34.7% | -64.1% | -39.6% |
| 3Y | +28.8% | +60.4% | -31.5% | -0.9% |
| 5Y | +68.3% | +43.5% | +24.9% | +33.0% |
| All | +479.9% | +219.8% | +260.0% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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