+720.9%
FSLR vs MRSH
+750.5%
-29.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.7% | -3.6% |
| 7D | +0.2% | -5.9% | +6.1% | +3.7% |
| 30D | -15.1% | -7.3% | -7.8% | -11.5% |
| 3M | -22.5% | +7.4% | -30.0% | -26.8% |
| 6M | +4.0% | -0.7% | +4.6% | +1.1% |
| YTD | -22.3% | -3.2% | -19.1% | -24.2% |
| 1Y | 0.0% | -10.6% | +10.6% | +1.7% |
| 3Y | +10.9% | -4.6% | +15.4% | +4.2% |
| 5Y | +105.4% | +19.3% | +86.1% | +63.5% |
| 10Y | +447.0% | +217.3% | +229.7% | +104.9% |
| All | +720.9% | +750.5% | -29.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling