+1,062.7%
MO vs FSLR
+734.5%
+328.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.6% | -13.7% | +14.3% | +1.4% |
| 3M | -1.0% | -35.1% | +34.1% | +1.0% |
| 6M | +4.3% | +3.6% | +0.7% | +3.7% |
| YTD | +23.3% | -21.7% | +45.0% | +24.1% |
| 1Y | +10.5% | +1.3% | +9.2% | +9.4% |
| 3Y | +96.3% | +9.7% | +86.6% | +89.9% |
| 5Y | +98.9% | +117.4% | -18.5% | +81.6% |
| 10Y | +103.6% | +435.5% | -331.9% | +69.5% |
| All | +1,062.7% | +734.5% | +328.2% | +790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling