+97.5%
MO vs FSLR
+112.6%
-15.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.3% | -0.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +3.6% | -15.1% | +18.7% | +3.5% |
| 3M | -3.7% | -22.5% | +18.8% | -3.7% |
| 6M | +4.5% | +4.0% | +0.6% | +4.3% |
| YTD | +21.5% | -22.3% | +43.8% | +21.3% |
| 1Y | +9.5% | 0.0% | +9.5% | +9.4% |
| 3Y | +93.6% | +10.9% | +82.7% | +92.4% |
| 5Y | +97.5% | +105.4% | -7.9% | +91.5% |
| All | +97.5% | +112.6% | -15.1% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling