+466.4%
FSLR vs MAS
+219.2%
+247.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.0% |
| 7D | -2.6% | +3.6% | -6.2% | -4.4% |
| 30D | +1.8% | +23.8% | -22.0% | -8.1% |
| 3M | -24.4% | +14.4% | -38.8% | -29.2% |
| 6M | -17.7% | +19.7% | -37.5% | -25.1% |
| YTD | -30.7% | +36.0% | -66.7% | -41.1% |
| 1Y | -33.6% | +40.4% | -74.0% | -44.4% |
| 3Y | +35.1% | +58.9% | -23.8% | +4.2% |
| 5Y | +63.1% | +44.5% | +18.5% | +28.2% |
| 10Y | +466.4% | +214.8% | +251.7% | +181.7% |
| All | +466.4% | +219.2% | +247.2% | +181.7% |
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