+553.1%
MA vs FSLR
+498.1%
+55.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | +2.3% | +15.3% | -13.0% | +0.7% |
| 30D | +14.7% | +11.7% | +3.0% | +13.2% |
| 3M | +13.5% | -17.6% | +31.1% | +15.6% |
| 6M | +33.1% | -7.7% | +40.9% | +32.7% |
| YTD | +15.1% | -23.0% | +38.1% | +16.4% |
| 1Y | +18.7% | -26.0% | +44.8% | +20.5% |
| 3Y | +72.1% | +36.9% | +35.2% | +50.5% |
| 5Y | +92.8% | +72.9% | +19.9% | +52.5% |
| All | +553.1% | +498.1% | +55.0% | +270.0% |
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