+495.8%
FSLR vs MTSI
+448.7%
+47.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | -0.2% |
| 7D | +15.3% | -10.0% | +25.3% | +17.6% |
| 30D | +11.7% | -37.2% | +48.9% | +24.9% |
| 3M | -17.6% | -30.1% | +12.4% | -11.9% |
| 6M | -7.7% | -31.9% | +24.2% | -1.4% |
| YTD | -23.0% | +23.2% | -46.2% | -31.3% |
| 1Y | -26.0% | +26.4% | -52.4% | -34.6% |
| 3Y | +36.9% | +186.2% | -149.3% | -7.5% |
| 5Y | +72.9% | +187.0% | -114.1% | +14.5% |
| All | +495.8% | +448.7% | +47.1% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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