+495.8%
FSLR vs MOS
+8.6%
+487.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +15.3% | +21.6% | -6.3% | +9.3% |
| 30D | +11.7% | +12.0% | -0.3% | +8.0% |
| 3M | -17.6% | -3.9% | -13.7% | -17.2% |
| 6M | -7.7% | -3.3% | -4.4% | -7.9% |
| YTD | -23.0% | -4.6% | -18.4% | -23.6% |
| 1Y | -26.0% | -7.0% | -19.1% | -26.4% |
| 3Y | +36.9% | -24.4% | +61.3% | +41.0% |
| 5Y | +72.9% | -32.1% | +105.0% | +72.6% |
| All | +495.8% | +8.6% | +487.2% | +383.7% |
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