+1,236.3%
MO vs FSLR
+603.3%
+633.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +0.8% |
| 7D | +0.4% | -12.0% | +12.4% | +1.0% |
| 30D | +8.9% | -7.7% | +16.6% | +9.2% |
| 3M | +23.0% | -24.0% | +47.0% | +24.4% |
| 6M | +15.0% | -24.4% | +39.4% | +16.0% |
| YTD | +41.7% | -34.0% | +75.7% | +43.6% |
| 1Y | +43.3% | -35.6% | +78.9% | +45.3% |
| 3Y | +143.2% | +28.7% | +114.5% | +132.6% |
| 5Y | +154.7% | +55.3% | +99.4% | +137.0% |
| 10Y | +151.0% | +437.4% | -286.4% | +108.4% |
| All | +1,236.3% | +603.3% | +633.0% | +930.1% |
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