+495.8%
FSLR vs MOD
+911.6%
-415.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.5% |
| 7D | +15.3% | -25.5% | +40.9% | +21.5% |
| 30D | +11.7% | -49.0% | +60.7% | +27.5% |
| 3M | -17.6% | -49.8% | +32.2% | -6.2% |
| 6M | -7.7% | -64.8% | +57.0% | +12.5% |
| YTD | -23.0% | -27.6% | +4.6% | -20.8% |
| 1Y | -26.0% | -35.2% | +9.2% | -22.4% |
| 3Y | +36.9% | +137.1% | -100.3% | +1.6% |
| 5Y | +72.9% | +760.3% | -687.4% | -6.0% |
| All | +495.8% | +911.6% | -415.8% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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