+726.4%
FSLR vs MSI
+591.3%
+135.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +1.9% |
| 30D | -13.7% | +6.8% | -20.5% | -16.7% |
| 3M | -35.1% | +14.3% | -49.4% | -39.8% |
| 6M | +3.6% | -1.6% | +5.2% | +3.2% |
| YTD | -21.7% | +22.8% | -44.5% | -31.0% |
| 1Y | +1.3% | -1.1% | +2.4% | -1.0% |
| 3Y | +9.7% | +70.5% | -60.8% | -22.5% |
| 5Y | +117.4% | +102.8% | +14.6% | +38.2% |
| 10Y | +435.5% | +597.4% | -161.9% | +65.9% |
| All | +726.4% | +591.3% | +135.1% | +116.5% |
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