+420.9%
FSLR vs MOS
-4.2%
+425.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.1% |
| 7D | -12.0% | -2.6% | -9.4% | -11.4% |
| 30D | -7.7% | +13.5% | -21.1% | -11.0% |
| 3M | -24.0% | -2.9% | -21.1% | -23.9% |
| 6M | -24.4% | -1.0% | -23.5% | -25.0% |
| YTD | -34.0% | -7.2% | -26.8% | -34.1% |
| 1Y | -35.6% | -11.4% | -24.2% | -35.1% |
| 3Y | +28.7% | -29.0% | +57.6% | +34.7% |
| 5Y | +55.3% | -34.0% | +89.3% | +56.1% |
| All | +420.9% | -4.2% | +425.0% | +318.7% |
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