+303.0%
MNST vs FSLR
+498.1%
-195.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.7% | -7.2% | -4.7% |
| 7D | -3.4% | +15.3% | -18.8% | -4.7% |
| 30D | +6.6% | +11.7% | -5.0% | +5.5% |
| 3M | -2.9% | -17.6% | +14.7% | -1.4% |
| 6M | +18.4% | -7.7% | +26.2% | +18.3% |
| YTD | +19.3% | -23.0% | +42.3% | +20.6% |
| 1Y | +37.9% | -26.0% | +63.9% | +39.8% |
| 3Y | +62.9% | +36.9% | +26.0% | +47.7% |
| 5Y | +99.6% | +72.9% | +26.7% | +69.1% |
| All | +303.0% | +498.1% | -195.1% | +163.4% |
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