+52.3%
MSFT vs FSLR
+32.4%
+19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.2% |
| 7D | +1.7% | +15.3% | -13.7% | +0.6% |
| 30D | +0.2% | +11.7% | -11.5% | -0.7% |
| 3M | +6.4% | -17.6% | +24.0% | +7.6% |
| 6M | +28.7% | -7.7% | +36.4% | +29.0% |
| YTD | +10.4% | -23.0% | +33.4% | +11.7% |
| 1Y | +7.6% | -26.0% | +33.7% | +9.1% |
| 3Y | +52.3% | +36.9% | +15.5% | +45.3% |
| All | +52.3% | +32.4% | +19.9% | +45.3% |
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