+18.7%
MA vs FSLR
-27.8%
+46.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.3% |
| 7D | +2.3% | +15.3% | -13.0% | +3.4% |
| 30D | +14.7% | +11.7% | +3.0% | +15.7% |
| 3M | +13.5% | -17.6% | +31.1% | +11.4% |
| 6M | +33.1% | -7.7% | +40.9% | +32.0% |
| YTD | +15.1% | -23.0% | +38.1% | +14.1% |
| 1Y | +18.7% | -26.0% | +44.8% | +17.3% |
| All | +18.7% | -27.8% | +46.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling