+432.1%
FSLR vs MGY
+206.7%
+225.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.7% |
| 7D | +6.8% | -0.9% | +7.7% | +7.1% |
| 30D | -14.7% | +10.1% | -24.8% | -17.0% |
| 3M | -22.6% | -1.5% | -21.1% | -22.7% |
| 6M | +12.7% | -4.9% | +17.6% | +12.7% |
| YTD | -18.4% | +27.7% | -46.1% | -24.7% |
| 1Y | +4.9% | +20.1% | -15.1% | -2.1% |
| 3Y | +16.4% | +24.9% | -8.5% | +5.5% |
| 5Y | +123.5% | +91.6% | +31.9% | +73.0% |
| All | +432.1% | +206.7% | +225.4% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling