+1.3%
FSLR vs MSTZ
-29.5%
+30.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.3% |
| 7D | 0.0% | -29.7% | +29.7% | -1.2% |
| 30D | -13.7% | -65.3% | +51.6% | -17.0% |
| 3M | -35.1% | -57.3% | +22.2% | -35.8% |
| 6M | +3.6% | -61.6% | +65.3% | +3.3% |
| YTD | -21.7% | -78.3% | +56.5% | -18.6% |
| 1Y | +1.3% | -30.2% | +31.5% | +27.3% |
| All | +1.3% | -29.5% | +30.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling