+537.0%
MS vs FSLR
+432.1%
+104.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +3.7% | -12.0% | +15.7% | +5.9% |
| 30D | +2.0% | -7.7% | +9.6% | +3.3% |
| 3M | -12.6% | -24.0% | +11.5% | -8.6% |
| 6M | -0.3% | -24.4% | +24.2% | +3.7% |
| YTD | +9.0% | -34.0% | +43.0% | +15.0% |
| 1Y | +13.9% | -35.6% | +49.4% | +20.5% |
| 3Y | +173.6% | +28.7% | +145.0% | +136.2% |
| 5Y | +122.0% | +55.3% | +66.6% | +74.0% |
| All | +537.0% | +432.1% | +104.9% | +260.7% |
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