+418.1%
FSLR vs MOD
+1,079.7%
-661.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.4% | -6.3% |
| 7D | -14.8% | +40.4% | -55.2% | -21.5% |
| 30D | -4.3% | -14.0% | +9.7% | -3.1% |
| 3M | -23.4% | -33.3% | +10.0% | -18.5% |
| 6M | -26.9% | -51.4% | +24.5% | -17.6% |
| YTD | -34.4% | +1.6% | -36.0% | -37.8% |
| 1Y | -33.2% | +5.4% | -38.6% | -37.3% |
| 3Y | +28.1% | +191.0% | -162.9% | -10.0% |
| 5Y | +54.5% | +1,093.1% | -1,038.6% | -22.7% |
| All | +418.1% | +1,079.7% | -661.5% | +123.3% |
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