-26.0%
FSLR vs MUB
+0.1%
-26.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +3.4% |
| 7D | +10.3% | +0.6% | +9.8% | +8.6% |
| 30D | +10.4% | +3.2% | +7.2% | +0.6% |
| 3M | -20.2% | -1.1% | -19.1% | -15.0% |
| 6M | -8.0% | -1.1% | -6.9% | -1.6% |
| YTD | -25.5% | -0.5% | -25.1% | -21.9% |
| 1Y | -26.0% | 0.0% | -25.9% | -23.4% |
| All | -26.0% | +0.1% | -26.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1y: compounded portfolio wealth divided by compounded MUB 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…
1y analysis · Full analysis span regression · 6 months rolling