+9.0%
MSFT vs FSLR
-24.3%
+33.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.0% | +6.2% |
| 7D | +4.7% | +10.3% | -5.7% | +3.7% |
| 30D | +5.8% | +10.4% | -4.6% | +4.9% |
| 3M | +13.0% | -20.2% | +33.2% | +14.7% |
| 6M | +34.9% | -8.0% | +42.9% | +36.2% |
| YTD | +15.7% | -25.5% | +41.2% | +18.2% |
| 1Y | +9.0% | -26.0% | +34.9% | +11.2% |
| All | +9.0% | -24.3% | +33.2% | +11.2% |
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