+1,248.7%
MO vs FSLR
+599.6%
+649.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.9% |
| 7D | +3.3% | -14.8% | +18.1% | +4.1% |
| 30D | +7.5% | -4.3% | +11.8% | +7.7% |
| 3M | +22.8% | -23.4% | +46.1% | +24.2% |
| 6M | +13.4% | -26.9% | +40.3% | +14.5% |
| YTD | +43.0% | -34.4% | +77.4% | +45.0% |
| 1Y | +45.2% | -33.2% | +78.4% | +47.0% |
| 3Y | +145.5% | +28.1% | +117.5% | +134.9% |
| 5Y | +157.1% | +54.5% | +102.5% | +139.3% |
| 10Y | +153.3% | +434.6% | -281.3% | +110.4% |
| All | +1,248.7% | +599.6% | +649.1% | +939.8% |
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 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