+691.3%
FSLR vs MOD
+290.7%
+400.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +2.4% |
| 7D | +10.7% | -34.2% | +44.8% | +21.2% |
| 30D | +8.9% | -51.9% | +60.8% | +28.6% |
| 3M | -17.3% | -53.0% | +35.7% | -2.4% |
| 6M | -10.8% | -66.4% | +55.6% | +13.2% |
| YTD | -25.1% | -31.5% | +6.5% | -21.9% |
| 1Y | -29.4% | -39.6% | +10.1% | -24.6% |
| 3Y | +28.8% | +116.8% | -88.0% | -8.4% |
| 5Y | +68.3% | +713.8% | -645.5% | -19.5% |
| 10Y | +502.7% | +882.7% | -380.0% | +123.7% |
| All | +691.3% | +290.7% | +400.6% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling