+455.6%
FSLR vs MOD
+915.9%
-460.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.3% |
| 7D | -8.4% | +8.2% | -16.7% | -10.2% |
| 30D | -0.9% | -38.2% | +37.3% | +8.4% |
| 3M | -26.1% | -46.2% | +20.1% | -17.1% |
| 6M | -23.6% | -62.5% | +38.9% | -8.3% |
| YTD | -31.8% | -20.1% | -11.7% | -31.4% |
| 1Y | -32.6% | -29.7% | -2.9% | -30.6% |
| 3Y | +33.0% | +136.2% | -103.2% | -1.6% |
| 5Y | +56.8% | +820.4% | -763.6% | -16.6% |
| 10Y | +455.6% | +839.8% | -384.3% | +152.8% |
| All | +455.6% | +915.9% | -460.4% | +152.8% |
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