+94.4%
MO vs FSLR
+15.2%
+79.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.0% |
| 7D | -2.0% | +6.8% | -8.8% | -1.9% |
| 30D | -0.3% | -14.7% | +14.5% | -0.5% |
| 3M | -2.9% | -22.6% | +19.6% | -3.0% |
| 6M | +5.8% | +12.7% | -6.9% | +5.6% |
| YTD | +22.0% | -18.4% | +40.4% | +21.6% |
| 1Y | +10.7% | +4.9% | +5.7% | +10.7% |
| 3Y | +94.4% | +16.4% | +78.0% | +93.8% |
| All | +94.4% | +15.2% | +79.2% | +93.8% |
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