+603.2%
FSLR vs MTSI
+896.6%
-293.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -18.4% | +19.0% | +5.8% |
| 7D | +10.7% | -24.6% | +35.3% | +18.7% |
| 30D | +8.9% | -45.7% | +54.6% | +27.2% |
| 3M | -17.3% | -27.7% | +10.4% | -12.5% |
| 6M | -10.8% | -37.3% | +26.5% | -2.3% |
| YTD | -25.1% | +11.1% | -36.2% | -31.3% |
| 1Y | -29.4% | +27.2% | -56.6% | -38.0% |
| 3Y | +28.8% | +153.7% | -124.8% | -10.5% |
| 5Y | +68.3% | +159.0% | -90.7% | +14.2% |
| 10Y | +502.7% | +405.6% | +97.1% | +195.2% |
| All | +603.2% | +896.6% | -293.4% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling