+28.7%
MSFT vs FSLR
-7.8%
+36.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | +1.7% | +15.3% | -13.7% | -0.8% |
| 30D | +0.2% | +11.7% | -11.5% | -1.7% |
| 3M | +6.4% | -17.6% | +24.0% | +9.2% |
| 6M | +28.7% | -7.7% | +36.4% | +30.8% |
| All | +28.7% | -7.8% | +36.5% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling