+542.0%
MS vs FSLR
+429.3%
+112.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.1% | -14.8% | +19.9% | +8.0% |
| 30D | +5.7% | -4.3% | +10.0% | +6.3% |
| 3M | -12.2% | -23.4% | +11.2% | -8.3% |
| 6M | -0.5% | -26.9% | +26.4% | +4.1% |
| YTD | +9.8% | -34.4% | +44.2% | +16.0% |
| 1Y | +17.7% | -33.2% | +50.9% | +23.8% |
| 3Y | +176.8% | +28.1% | +148.8% | +139.1% |
| 5Y | +123.7% | +54.5% | +69.2% | +75.5% |
| All | +542.0% | +429.3% | +112.7% | +263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling