+458.5%
FSLR vs MOH
+264.4%
+194.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.9% |
| 30D | -7.8% | -0.9% | -6.9% | -7.7% |
| 3M | -22.9% | +5.7% | -28.6% | -24.3% |
| 6M | +4.4% | +39.1% | -34.7% | -4.0% |
| YTD | -20.0% | +17.7% | -37.7% | -24.3% |
| 1Y | +2.8% | +8.4% | -5.6% | -2.0% |
| 3Y | +16.5% | -36.6% | +53.1% | +18.4% |
| 5Y | +110.3% | -19.1% | +129.4% | +97.0% |
| All | +458.5% | +264.4% | +194.1% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling