-26.0%
FSLR vs MSFU
-2.2%
-23.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.5% | -8.8% | +3.0% |
| 7D | +10.3% | +8.2% | +2.2% | +9.1% |
| 30D | +10.4% | +10.2% | +0.2% | +9.0% |
| 3M | -20.2% | +22.9% | -43.1% | -22.1% |
| 6M | -8.0% | +63.2% | -71.2% | -11.4% |
| YTD | -25.5% | +11.7% | -37.3% | -22.0% |
| 1Y | -26.0% | -3.5% | -22.5% | -19.6% |
| All | -26.0% | -2.2% | -23.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling