+713.0%
FSLR vs MSI
+661.9%
+51.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | +15.3% | +4.7% | +10.7% | +12.6% |
| 30D | +11.7% | +14.8% | -3.1% | +3.9% |
| 3M | -17.6% | +8.8% | -26.4% | -21.3% |
| 6M | -7.7% | +19.3% | -27.0% | -16.9% |
| YTD | -23.0% | +35.3% | -58.3% | -35.5% |
| 1Y | -26.0% | +33.8% | -59.8% | -37.7% |
| 3Y | +36.9% | +74.4% | -37.6% | -4.0% |
| 5Y | +72.9% | +120.5% | -47.6% | +5.5% |
| 10Y | +519.3% | +685.2% | -165.9% | +80.8% |
| All | +713.0% | +661.9% | +51.1% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling