+2,538.1%
MSFT vs FSLR
+682.1%
+1,856.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.7% | +7.5% | +3.4% |
| 7D | +7.5% | +5.3% | +2.3% | +6.7% |
| 30D | +1.9% | +7.8% | -5.9% | +0.7% |
| 3M | +9.2% | -23.4% | +32.6% | +13.1% |
| 6M | +31.9% | -12.9% | +44.7% | +33.3% |
| YTD | +13.4% | -26.7% | +40.1% | +16.6% |
| 1Y | +10.6% | -28.4% | +39.0% | +13.9% |
| 3Y | +54.7% | +44.6% | +10.1% | +36.5% |
| 5Y | +69.1% | +67.9% | +1.2% | +40.4% |
| 10Y | +920.4% | +496.9% | +423.5% | +565.5% |
| All | +2,538.1% | +682.1% | +1,856.0% | +1,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling