+73.5%
MSFT vs FSLR
+117.9%
-44.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | -13.7% | +16.4% | +4.2% |
| 3M | +17.0% | -35.1% | +52.0% | +21.7% |
| 6M | +23.8% | +3.6% | +20.2% | +22.7% |
| YTD | +4.0% | -21.7% | +25.7% | +5.7% |
| 1Y | -0.8% | +1.3% | -2.1% | -2.4% |
| 3Y | +55.6% | +9.7% | +45.9% | +45.5% |
| All | +73.5% | +117.9% | -44.5% | +28.6% |
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