+634.4%
FSLR vs MTSI
+1,308.1%
-673.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | -13.7% | +2.1% | -15.7% | -14.9% |
| 3M | -35.1% | -29.7% | -5.4% | -28.9% |
| 6M | +3.6% | +12.5% | -8.9% | -1.8% |
| YTD | -21.7% | +57.0% | -78.8% | -33.2% |
| 1Y | +1.3% | +103.9% | -102.6% | -20.4% |
| 3Y | +9.7% | +223.6% | -213.9% | -26.9% |
| 5Y | +117.4% | +321.6% | -204.2% | +32.4% |
| 10Y | +435.5% | +517.7% | -82.2% | +154.4% |
| All | +634.4% | +1,308.1% | -673.7% | +149.5% |
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