+36.9%
FSLR vs MOD
+129.2%
-92.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.5% |
| 7D | +15.3% | -25.5% | +40.9% | +21.7% |
| 30D | +11.7% | -49.0% | +60.7% | +28.2% |
| 3M | -17.6% | -49.8% | +32.2% | -5.7% |
| 6M | -7.7% | -64.8% | +57.0% | +13.7% |
| YTD | -23.0% | -27.6% | +4.6% | -20.1% |
| 1Y | -26.0% | -35.2% | +9.2% | -21.6% |
| 3Y | +36.9% | +137.1% | -100.3% | -26.2% |
| All | +36.9% | +129.2% | -92.3% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling