+354.7%
MNST vs FSLR
+429.3%
-74.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +1.6% | -14.8% | +16.4% | +3.1% |
| 30D | +5.1% | -4.3% | +9.4% | +5.4% |
| 3M | -0.5% | -23.4% | +22.9% | +1.7% |
| 6M | +8.1% | -26.9% | +35.1% | +10.3% |
| YTD | +21.2% | -34.4% | +55.6% | +24.4% |
| 1Y | +30.7% | -33.2% | +63.9% | +33.7% |
| 3Y | +67.3% | +28.1% | +39.2% | +52.0% |
| 5Y | +101.9% | +54.5% | +47.4% | +72.3% |
| All | +354.7% | +429.3% | -74.6% | +201.7% |
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