-26.3%
FSLR vs MSTU
-90.6%
+64.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -8.4% | -27.7% | +19.3% | -6.8% |
| 30D | -0.9% | -40.3% | +39.4% | +1.6% |
| 3M | -26.1% | +26.4% | -52.5% | -28.5% |
| 6M | -23.6% | -75.7% | +52.1% | -19.8% |
| YTD | -31.8% | -71.9% | +40.0% | -30.4% |
| 1Y | -32.6% | -89.3% | +56.7% | -26.8% |
| All | -26.3% | -90.6% | +64.3% | -32.8% |
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