-11.8%
FSLR vs MSTZ
-99.2%
+87.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.2% | -3.9% | +4.8% |
| 7D | +6.8% | -25.4% | +32.2% | +5.5% |
| 30D | -14.7% | -60.9% | +46.2% | -18.2% |
| 3M | -22.6% | -54.2% | +31.6% | -23.8% |
| 6M | +12.7% | -65.0% | +77.7% | +10.9% |
| YTD | -18.4% | -76.5% | +58.1% | -18.9% |
| 1Y | +4.9% | -23.4% | +28.3% | +15.4% |
| All | -11.8% | -99.2% | +87.4% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling