-25.2%
FSLR vs MSTZ
-99.3%
+74.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.6% | -13.2% | -5.1% |
| 7D | -2.6% | +21.1% | -23.8% | -1.4% |
| 30D | +1.8% | +40.1% | -38.3% | +4.5% |
| 3M | -24.4% | -66.1% | +41.7% | -27.0% |
| 6M | -17.7% | -20.7% | +3.0% | -14.8% |
| YTD | -30.7% | -78.6% | +47.9% | -30.5% |
| 1Y | -33.6% | -55.5% | +21.9% | -29.2% |
| All | -25.2% | -99.3% | +74.1% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling