+408.9%
MS vs FSLR
+734.5%
-325.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -0.3% | -13.7% | +13.4% | +3.7% |
| 3M | +0.3% | -35.1% | +35.4% | +12.3% |
| 6M | +31.3% | +3.6% | +27.7% | +27.9% |
| YTD | +24.7% | -21.7% | +46.4% | +29.9% |
| 1Y | +47.9% | +1.3% | +46.6% | +41.9% |
| 3Y | +178.3% | +9.7% | +168.6% | +135.1% |
| 5Y | +144.9% | +117.4% | +27.5% | +54.0% |
| 10Y | +804.5% | +435.5% | +369.0% | +261.3% |
| All | +408.9% | +734.5% | -325.6% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling