+554.8%
MA vs FSLR
+519.9%
+34.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.0% |
| 7D | -0.3% | +5.3% | -5.6% | -0.9% |
| 30D | +11.3% | +7.8% | +3.6% | +10.3% |
| 3M | +16.7% | -23.4% | +40.0% | +19.8% |
| 6M | +32.8% | -12.9% | +45.7% | +33.2% |
| YTD | +15.6% | -26.7% | +42.3% | +17.6% |
| 1Y | +19.6% | -28.4% | +48.0% | +21.8% |
| 3Y | +72.1% | +44.6% | +27.5% | +48.6% |
| 5Y | +96.0% | +67.9% | +28.1% | +55.2% |
| 10Y | +554.8% | +496.9% | +57.9% | +271.5% |
| All | +554.8% | +519.9% | +34.9% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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