+2,467.6%
MSFT vs FSLR
+721.0%
+1,746.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.4% |
| 7D | +1.7% | +15.3% | -13.7% | -0.4% |
| 30D | +0.2% | +11.7% | -11.5% | -1.4% |
| 3M | +6.4% | -17.6% | +24.0% | +9.0% |
| 6M | +28.7% | -7.7% | +36.4% | +29.1% |
| YTD | +10.4% | -23.0% | +33.4% | +12.7% |
| 1Y | +7.6% | -26.0% | +33.7% | +10.3% |
| 3Y | +52.3% | +36.9% | +15.5% | +35.6% |
| 5Y | +64.5% | +72.9% | -8.4% | +36.1% |
| 10Y | +917.8% | +519.3% | +398.5% | +560.5% |
| All | +2,467.6% | +721.0% | +1,746.6% | +1,484.3% |
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 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