+161.8%
MS vs FSLR
+28.8%
+133.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.6% | -6.0% |
| 7D | -3.4% | +10.7% | -14.1% | -4.6% |
| 30D | -3.9% | +8.9% | -12.8% | -5.0% |
| 3M | -15.9% | -17.3% | +1.4% | -14.2% |
| 6M | -2.5% | -10.8% | +8.3% | -1.7% |
| YTD | +5.1% | -25.1% | +30.2% | +7.4% |
| 1Y | +13.0% | -29.4% | +42.4% | +16.0% |
| All | +161.8% | +28.8% | +133.0% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling