+15.9%
MS vs FSLR
-29.8%
+45.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.9% | +3.9% |
| 7D | +0.7% | +5.3% | -4.5% | -0.2% |
| 30D | -0.9% | +7.8% | -8.7% | -2.3% |
| 3M | -13.0% | -23.4% | +10.4% | -9.5% |
| 6M | -2.0% | -12.9% | +10.9% | -0.4% |
| YTD | +7.8% | -26.7% | +34.4% | +10.6% |
| All | +15.9% | -29.8% | +45.8% | +20.5% |
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