-26.0%
FSLR vs MOH
+53.5%
-79.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.9% | -4.3% | +3.3% |
| 7D | +10.3% | +14.3% | -4.0% | +8.2% |
| 30D | +10.4% | +16.7% | -6.3% | +8.0% |
| 3M | -20.2% | +18.3% | -38.5% | -22.2% |
| 6M | -8.0% | +15.8% | -23.8% | -10.6% |
| YTD | -25.5% | +30.5% | -56.0% | -29.7% |
| 1Y | -26.0% | +49.3% | -75.2% | -31.0% |
| All | -26.0% | +53.5% | -79.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling