+2.8%
FSLR vs MKSI
+142.7%
-139.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | +2.2% | +2.7% | -0.4% | +1.4% |
| 30D | -7.8% | -12.8% | +5.0% | -4.3% |
| 3M | -22.9% | -22.5% | -0.4% | -18.2% |
| 6M | +4.4% | +19.4% | -15.0% | -2.3% |
| YTD | -20.0% | +67.7% | -87.7% | -34.2% |
| 1Y | +2.8% | +131.4% | -128.6% | -19.2% |
| All | +2.8% | +142.7% | -139.9% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling