+153.3%
MO vs FSLR
+432.1%
-278.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +0.8% |
| 7D | +0.4% | -12.0% | +12.4% | +0.7% |
| 30D | +8.9% | -7.7% | +16.6% | +9.0% |
| 3M | +23.0% | -24.0% | +47.0% | +23.6% |
| 6M | +15.0% | -24.4% | +39.4% | +15.4% |
| YTD | +41.7% | -34.0% | +75.7% | +42.5% |
| 1Y | +43.3% | -35.6% | +78.9% | +44.2% |
| 3Y | +143.2% | +28.7% | +114.5% | +135.3% |
| 5Y | +154.7% | +55.3% | +99.4% | +141.6% |
| All | +153.3% | +432.1% | -278.8% | +122.3% |
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 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