+458.5%
FSLR vs MKSI
+524.1%
-65.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.1% |
| 7D | +2.2% | +2.7% | -0.4% | +1.2% |
| 30D | -7.8% | -12.8% | +5.0% | -3.4% |
| 3M | -22.9% | -22.5% | -0.4% | -17.3% |
| 6M | +4.4% | +19.4% | -15.0% | -5.4% |
| YTD | -20.0% | +67.7% | -87.7% | -37.7% |
| 1Y | +2.8% | +131.4% | -128.6% | -30.3% |
| 3Y | +16.5% | +197.3% | -180.8% | -33.4% |
| 5Y | +110.3% | +87.0% | +23.3% | +38.0% |
| All | +458.5% | +524.1% | -65.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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