+726.4%
FSLR vs MAS
+339.6%
+386.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.2% |
| 7D | 0.0% | -0.8% | +0.7% | +0.3% |
| 30D | -13.7% | -5.6% | -8.1% | -11.5% |
| 3M | -35.1% | +4.4% | -39.5% | -36.8% |
| 6M | +3.6% | +7.2% | -3.6% | -0.7% |
| YTD | -21.7% | +16.1% | -37.8% | -27.9% |
| 1Y | +1.3% | +0.1% | +1.2% | -0.8% |
| 3Y | +9.7% | +28.3% | -18.6% | -5.4% |
| 5Y | +117.4% | +30.5% | +86.9% | +80.5% |
| 10Y | +435.5% | +139.1% | +296.4% | +226.2% |
| All | +726.4% | +339.6% | +386.8% | +179.2% |
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