-26.0%
FSLR vs MOS
-11.3%
-14.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +15.3% | +21.6% | -6.3% | +10.0% |
| 30D | +11.7% | +12.0% | -0.3% | +8.2% |
| 3M | -17.6% | -3.9% | -13.7% | -17.4% |
| 6M | -7.7% | -3.3% | -4.4% | -8.3% |
| YTD | -23.0% | -4.6% | -18.4% | -22.2% |
| 1Y | -26.0% | -7.0% | -19.1% | -26.4% |
| All | -26.0% | -11.3% | -14.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling