+9.6%
FSLR vs MOD
+300.6%
-291.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.4% |
| 7D | 0.0% | +9.6% | -9.6% | -2.2% |
| 30D | -13.7% | 0.0% | -13.7% | -13.9% |
| 3M | -35.1% | -35.4% | +0.3% | -28.6% |
| 6M | +3.6% | -7.3% | +10.9% | +4.2% |
| YTD | -21.7% | +45.8% | -67.5% | -29.6% |
| 1Y | +1.3% | +43.1% | -41.9% | -9.0% |
| All | +9.6% | +300.6% | -291.0% | -38.9% |
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 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