+726.4%
FSLR vs MOD
+737.0%
-10.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.5% |
| 7D | 0.0% | +9.6% | -9.6% | -2.3% |
| 30D | -13.7% | 0.0% | -13.7% | -13.9% |
| 3M | -35.1% | -35.4% | +0.3% | -28.2% |
| 6M | +3.6% | -7.3% | +10.9% | +3.6% |
| YTD | -21.7% | +45.8% | -67.5% | -31.1% |
| 1Y | +1.3% | +43.1% | -41.9% | -11.3% |
| 3Y | +9.7% | +297.7% | -288.0% | -31.9% |
| 5Y | +117.4% | +1,478.8% | -1,361.4% | -10.4% |
| 10Y | +435.5% | +1,633.4% | -1,197.9% | +76.3% |
| All | +726.4% | +737.0% | -10.6% | +205.1% |
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