+496.9%
FSLR vs MSI
+689.5%
-192.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.4% | -5.9% |
| 7D | +5.3% | +8.3% | -3.1% | +1.4% |
| 30D | +7.8% | +18.9% | -11.1% | -0.5% |
| 3M | -23.4% | +13.2% | -36.6% | -27.7% |
| 6M | -12.9% | +38.3% | -51.1% | -25.2% |
| YTD | -26.7% | +38.9% | -65.5% | -38.1% |
| 1Y | -28.4% | +36.7% | -65.1% | -39.1% |
| 3Y | +44.6% | +76.6% | -32.0% | +2.0% |
| 5Y | +67.9% | +124.5% | -56.5% | +2.1% |
| 10Y | +496.9% | +674.5% | -177.6% | +67.7% |
| All | +496.9% | +689.5% | -192.6% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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