+34.3%
FSLR vs MSFU
+95.0%
-60.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.8% |
| 7D | -2.6% | +4.0% | -6.7% | -3.5% |
| 30D | +1.8% | -2.3% | +4.1% | +1.9% |
| 3M | -24.4% | +7.1% | -31.5% | -25.5% |
| 6M | -17.7% | +48.9% | -66.6% | -23.3% |
| YTD | -30.7% | +2.4% | -33.2% | -31.5% |
| 1Y | -33.6% | -8.1% | -25.5% | -33.0% |
| 3Y | +35.1% | +25.2% | +10.0% | +23.4% |
| All | +34.3% | +95.0% | -60.8% | +17.9% |
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