+455.6%
FSLR vs MOS
-1.8%
+457.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -8.4% | +5.5% | -13.9% | -9.8% |
| 30D | -0.9% | +21.0% | -21.9% | -6.1% |
| 3M | -26.1% | -0.5% | -25.6% | -26.4% |
| 6M | -23.6% | +6.6% | -30.2% | -25.7% |
| YTD | -31.8% | -2.8% | -29.0% | -32.7% |
| 1Y | -32.6% | -8.1% | -24.5% | -32.7% |
| 3Y | +33.0% | -25.6% | +58.6% | +37.6% |
| 5Y | +56.8% | -29.8% | +86.5% | +54.9% |
| 10Y | +455.6% | +0.6% | +455.0% | +339.6% |
| All | +455.6% | -1.8% | +457.4% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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