+58.2%
FSLR vs MSFU
+72.2%
-14.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.7% |
| 7D | +6.8% | -3.2% | +10.0% | +7.3% |
| 30D | -14.7% | -3.1% | -11.6% | -14.4% |
| 3M | -22.6% | +35.3% | -57.8% | -26.3% |
| 6M | +12.7% | +31.6% | -18.9% | +6.6% |
| YTD | -18.4% | -9.5% | -8.8% | -17.4% |
| 1Y | +4.9% | -18.4% | +23.4% | +7.9% |
| 3Y | +16.4% | +26.9% | -10.5% | +6.5% |
| All | +58.2% | +72.2% | -14.0% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling