+447.0%
FSLR vs MUB
+17.4%
+429.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.1% |
| 7D | +0.2% | -0.7% | +1.0% | +1.1% |
| 30D | -15.1% | -2.0% | -13.2% | -13.1% |
| 3M | -22.5% | -2.5% | -20.0% | -20.1% |
| 6M | +4.0% | -2.3% | +6.3% | +7.1% |
| YTD | -22.3% | -1.3% | -21.0% | -20.8% |
| 1Y | 0.0% | +1.1% | -1.1% | -0.8% |
| 3Y | +10.9% | +8.2% | +2.7% | +3.5% |
| 5Y | +105.4% | +1.5% | +103.9% | +100.1% |
| 10Y | +447.0% | +17.6% | +429.4% | +468.1% |
| All | +447.0% | +17.4% | +429.6% | +468.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling