+868.6%
MSFT vs FSLR
+464.5%
+404.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.8% |
| 7D | -1.4% | +6.8% | -8.2% | -2.4% |
| 30D | -1.0% | -14.7% | +13.7% | +1.3% |
| 3M | +20.2% | -22.6% | +42.8% | +24.4% |
| 6M | +21.3% | +12.7% | +8.6% | +17.9% |
| YTD | +2.8% | -18.4% | +21.2% | +4.4% |
| 1Y | 0.0% | +4.9% | -5.0% | -3.1% |
| 3Y | +51.2% | +16.4% | +34.8% | +35.6% |
| 5Y | +71.4% | +123.5% | -52.0% | +26.1% |
| 10Y | +868.6% | +454.3% | +414.3% | +445.9% |
| All | +868.6% | +464.5% | +404.2% | +445.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling