+13.5%
MS vs FSLR
-27.8%
+41.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -1.0% |
| 7D | -1.6% | +15.3% | -16.9% | -3.9% |
| 30D | -3.8% | +11.7% | -15.4% | -5.6% |
| 3M | -14.6% | -17.6% | +3.0% | -12.2% |
| 6M | -5.1% | -7.7% | +2.7% | -4.4% |
| YTD | +4.5% | -23.0% | +27.5% | +6.6% |
| 1Y | +13.5% | -26.0% | +39.6% | +17.2% |
| All | +13.5% | -27.8% | +41.3% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling