+691.3%
FSLR vs MOS
+48.2%
+643.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -0.7% |
| 7D | +10.7% | +22.5% | -11.8% | +1.6% |
| 30D | +8.9% | +6.6% | +2.2% | +5.4% |
| 3M | -17.3% | -3.8% | -13.5% | -16.9% |
| 6M | -10.8% | -2.2% | -8.6% | -11.6% |
| YTD | -25.1% | -4.8% | -20.3% | -26.3% |
| 1Y | -29.4% | -11.7% | -17.7% | -28.9% |
| 3Y | +28.8% | -26.5% | +55.4% | +35.0% |
| 5Y | +68.3% | -32.2% | +100.5% | +64.5% |
| 10Y | +502.7% | +10.2% | +492.5% | +278.1% |
| All | +691.3% | +48.2% | +643.1% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling