+141.6%
MO vs FSLR
+34.7%
+106.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.3% |
| 7D | -0.8% | -8.4% | +7.6% | -1.0% |
| 30D | +8.0% | -0.9% | +8.9% | +8.0% |
| 3M | +20.9% | -26.1% | +47.0% | +20.4% |
| 6M | +16.3% | -23.6% | +40.0% | +15.9% |
| YTD | +40.7% | -31.8% | +72.5% | +39.9% |
| 1Y | +41.5% | -32.6% | +74.0% | +40.6% |
| All | +141.6% | +34.7% | +106.9% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling