-16.0%
FSLR vs MSTZ
-99.2%
+83.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.5% | -10.2% | -4.4% |
| 7D | +0.2% | -23.6% | +23.8% | -0.8% |
| 30D | -15.1% | -60.7% | +45.6% | -18.6% |
| 3M | -22.5% | -58.3% | +35.7% | -24.3% |
| 6M | +4.0% | -60.0% | +64.0% | +3.0% |
| YTD | -22.3% | -75.2% | +53.0% | -22.5% |
| 1Y | 0.0% | -19.9% | +19.9% | +10.3% |
| All | -16.0% | -99.2% | +83.1% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling