+28.7%
FSLR vs MSI
+76.1%
-47.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -12.0% | +2.6% | -14.6% | -12.1% |
| 30D | -7.7% | +18.1% | -25.8% | -8.3% |
| 3M | -24.0% | +13.2% | -37.2% | -24.4% |
| 6M | -24.4% | +36.3% | -60.7% | -25.0% |
| YTD | -34.0% | +39.5% | -73.6% | -34.6% |
| 1Y | -35.6% | +36.9% | -72.5% | -36.1% |
| All | +28.7% | +76.1% | -47.4% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling