+19.1%
MA vs FSLR
-33.8%
+52.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | -1.8% | -8.4% | +6.7% | -2.4% |
| 30D | +11.0% | -0.9% | +11.9% | +11.0% |
| 3M | +17.9% | -26.1% | +43.9% | +14.7% |
| 6M | +33.2% | -23.6% | +56.8% | +30.0% |
| YTD | +16.5% | -31.8% | +48.3% | +14.4% |
| 1Y | +19.1% | -32.6% | +51.7% | +16.3% |
| All | +19.1% | -33.8% | +52.9% | +16.3% |
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