-16.8%
FSLR vs MSTU
-89.5%
+72.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +2.8% |
| 7D | +15.3% | -4.3% | +19.6% | +15.5% |
| 30D | +11.7% | -34.6% | +46.2% | +13.9% |
| 3M | -17.6% | +39.0% | -56.7% | -20.7% |
| 6M | -7.7% | -70.5% | +62.8% | -4.3% |
| YTD | -23.0% | -68.6% | +45.6% | -21.9% |
| 1Y | -26.0% | -88.6% | +62.6% | -19.9% |
| All | -16.8% | -89.5% | +72.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling