+568.4%
MA vs FSLR
+458.2%
+110.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.1% |
| 7D | +1.8% | -2.6% | +4.4% | +2.1% |
| 30D | +11.8% | +1.8% | +10.1% | +11.5% |
| 3M | +17.2% | -24.4% | +41.5% | +20.4% |
| 6M | +33.4% | -17.7% | +51.1% | +34.6% |
| YTD | +16.1% | -30.7% | +46.9% | +18.8% |
| 1Y | +19.9% | -33.6% | +53.5% | +23.2% |
| 3Y | +70.1% | +35.1% | +34.9% | +48.0% |
| 5Y | +89.6% | +63.1% | +26.6% | +50.2% |
| 10Y | +568.4% | +466.4% | +102.0% | +281.9% |
| All | +568.4% | +458.2% | +110.2% | +281.9% |
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