-28.7%
FSLR vs MSTZ
-99.2%
+70.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.8% | -16.1% | -2.5% |
| 7D | -12.0% | +25.6% | -37.6% | -10.7% |
| 30D | -7.7% | +50.6% | -58.2% | -4.7% |
| 3M | -24.0% | -64.5% | +40.5% | -26.4% |
| 6M | -24.4% | -14.0% | -10.4% | -21.4% |
| YTD | -34.0% | -76.4% | +42.3% | -33.4% |
| 1Y | -35.6% | -56.2% | +20.6% | -31.4% |
| All | -28.7% | -99.2% | +70.5% | -37.7% |
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