+421.5%
FSLR vs MGY
+210.4%
+211.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +2.2% | +3.5% | -1.3% | +1.3% |
| 30D | -7.8% | +5.3% | -13.1% | -9.1% |
| 3M | -22.9% | +2.6% | -25.6% | -23.9% |
| 6M | +4.4% | -3.3% | +7.7% | +3.9% |
| YTD | -20.0% | +29.2% | -49.2% | -26.5% |
| 1Y | +2.8% | +18.0% | -15.2% | -3.6% |
| 3Y | +16.5% | +30.0% | -13.5% | +4.5% |
| 5Y | +110.3% | +92.7% | +17.6% | +62.5% |
| All | +421.5% | +210.4% | +211.1% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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