-56.4%
MSTR vs FSLR
+1.0%
-57.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | +45.2% | -13.7% | +58.8% | +49.4% |
| 3M | +10.4% | -35.1% | +45.5% | +19.8% |
| 6M | -2.5% | +3.6% | -6.1% | -3.4% |
| YTD | -6.0% | -21.7% | +15.7% | -3.0% |
| 1Y | -56.4% | +1.3% | -57.7% | -56.2% |
| All | -56.4% | +1.0% | -57.4% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling