-10.8%
FSLR vs MOS
-0.6%
-10.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -0.3% |
| 7D | +10.7% | +22.5% | -11.8% | +3.8% |
| 30D | +8.9% | +6.6% | +2.2% | +6.0% |
| 3M | -17.3% | -3.8% | -13.5% | -16.5% |
| 6M | -10.8% | -2.2% | -8.6% | -9.4% |
| All | -10.8% | -0.6% | -10.1% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling