+62.4%
MSFT vs FSLR
+53.9%
+8.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.3% | -14.8% | +13.5% | +0.4% |
| 30D | -1.8% | -4.3% | +2.5% | -1.4% |
| 3M | +5.6% | -23.4% | +29.0% | +8.3% |
| 6M | +29.8% | -26.9% | +56.8% | +33.2% |
| YTD | +9.0% | -34.4% | +43.4% | +12.6% |
| 1Y | +4.9% | -33.2% | +38.2% | +8.1% |
| 3Y | +46.2% | +28.1% | +18.2% | +31.8% |
| All | +62.4% | +53.9% | +8.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling