-11.8%
FSLR vs MSTU
-86.5%
+74.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.6% | +12.9% | +4.8% |
| 7D | +6.8% | +16.1% | -9.3% | +5.6% |
| 30D | -14.7% | +68.7% | -83.4% | -18.0% |
| 3M | -22.6% | -11.0% | -11.6% | -23.4% |
| 6M | +12.7% | -33.4% | +46.1% | +12.1% |
| YTD | -18.4% | -59.5% | +41.1% | -17.6% |
| 1Y | +4.9% | -93.4% | +98.3% | +18.4% |
| All | -11.8% | -86.5% | +74.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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