+108.4%
FSLR vs MGY
+85.2%
+23.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.1% | +1.8% | -1.9% | -0.6% |
| 30D | -14.0% | +6.5% | -20.5% | -15.4% |
| 3M | -16.9% | +0.3% | -17.2% | -17.4% |
| 6M | +4.7% | -2.4% | +7.1% | +4.1% |
| YTD | -20.7% | +29.0% | -49.7% | -27.3% |
| 1Y | +1.7% | +17.0% | -15.4% | -4.7% |
| 3Y | +13.1% | +26.2% | -13.1% | +1.1% |
| 5Y | +108.4% | +92.3% | +16.1% | +54.0% |
| All | +108.4% | +85.2% | +23.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling