+593.1%
MA vs FSLR
+429.3%
+163.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.3% | -14.8% | +16.1% | +3.1% |
| 30D | +9.6% | -4.3% | +13.9% | +10.0% |
| 3M | +16.8% | -23.4% | +40.2% | +19.9% |
| 6M | +35.2% | -26.9% | +62.1% | +38.4% |
| YTD | +16.6% | -34.4% | +51.0% | +20.0% |
| 1Y | +19.8% | -33.2% | +53.0% | +22.8% |
| 3Y | +70.7% | +28.1% | +42.6% | +49.3% |
| 5Y | +87.4% | +54.5% | +32.9% | +49.2% |
| All | +593.1% | +429.3% | +163.8% | +296.4% |
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