+686.2%
FSLR vs MAS
+425.0%
+261.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +2.1% |
| 7D | +10.3% | +14.2% | -3.8% | +4.0% |
| 30D | +10.4% | +26.8% | -16.4% | -0.9% |
| 3M | -20.2% | +13.1% | -33.3% | -24.6% |
| 6M | -8.0% | +27.9% | -35.9% | -18.3% |
| YTD | -25.5% | +38.7% | -64.2% | -36.8% |
| 1Y | -26.0% | +40.4% | -66.3% | -37.5% |
| 3Y | +28.0% | +66.1% | -38.1% | -1.7% |
| 5Y | +66.7% | +47.4% | +19.3% | +31.0% |
| 10Y | +498.9% | +238.3% | +260.5% | +213.2% |
| All | +686.2% | +425.0% | +261.2% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling