+726.4%
FSLR vs MOS
+70.1%
+656.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | 0.0% | +9.5% | -9.5% | -3.6% |
| 30D | -13.7% | +10.4% | -24.1% | -17.3% |
| 3M | -35.1% | +12.9% | -48.0% | -38.8% |
| 6M | +3.6% | +1.2% | +2.4% | +0.6% |
| YTD | -21.7% | +9.3% | -31.0% | -26.6% |
| 1Y | +1.3% | -18.0% | +19.3% | +5.2% |
| 3Y | +9.7% | -29.0% | +38.7% | +16.9% |
| 5Y | +117.4% | -9.6% | +126.9% | +88.5% |
| 10Y | +435.5% | +6.1% | +429.4% | +248.9% |
| All | +726.4% | +70.1% | +656.3% | +283.6% |
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