+116.4%
FSLR vs MSI
+103.4%
+13.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.2% |
| 30D | -13.7% | +6.8% | -20.5% | -15.6% |
| 3M | -35.1% | +14.3% | -49.4% | -38.1% |
| 6M | +3.6% | -1.6% | +5.2% | +3.7% |
| YTD | -21.7% | +22.8% | -44.5% | -28.1% |
| 1Y | +1.3% | -1.1% | +2.4% | +0.9% |
| 3Y | +9.7% | +70.5% | -60.8% | -22.6% |
| All | +116.4% | +103.4% | +13.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling