+418.1%
FSLR vs MTCH
+142.9%
+275.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -14.8% | +6.7% | -21.5% | -16.1% |
| 30D | -4.3% | -1.8% | -2.5% | -4.2% |
| 3M | -23.4% | +12.2% | -35.6% | -25.7% |
| 6M | -26.9% | +16.6% | -43.6% | -30.0% |
| YTD | -34.4% | +31.8% | -66.2% | -39.3% |
| 1Y | -33.2% | +30.8% | -64.0% | -38.2% |
| 3Y | +28.1% | +49.6% | -21.6% | +11.9% |
| 5Y | +54.5% | -70.3% | +124.9% | +88.6% |
| All | +418.1% | +142.9% | +275.2% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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