+458.5%
FSLR vs MRSH
+218.8%
+239.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.2% | -4.8% | +7.0% | +3.7% |
| 30D | -7.8% | -6.3% | -1.5% | -6.1% |
| 3M | -22.9% | +5.8% | -28.7% | -24.8% |
| 6M | +4.4% | +2.8% | +1.6% | +1.9% |
| YTD | -20.0% | -3.1% | -16.9% | -20.6% |
| 1Y | +2.8% | -11.3% | +14.1% | +5.4% |
| 3Y | +16.5% | -5.0% | +21.5% | +12.4% |
| 5Y | +110.3% | +19.2% | +91.1% | +78.3% |
| All | +458.5% | +218.8% | +239.6% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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