+13.2%
FSLR vs MGY
+25.3%
-12.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.1% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | -15.1% | +6.8% | -22.0% | -16.5% |
| 3M | -22.5% | +2.6% | -25.1% | -23.3% |
| 6M | +4.0% | -3.1% | +7.1% | +3.5% |
| YTD | -22.3% | +29.4% | -51.7% | -29.9% |
| 1Y | 0.0% | +22.3% | -22.3% | -8.8% |
| All | +13.2% | +25.3% | -12.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling