+481.0%
MSTR vs FSLR
+429.3%
+51.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -13.4% | -14.8% | +1.4% | -8.8% |
| 30D | -22.1% | -4.3% | -17.8% | -20.8% |
| 3M | +15.0% | -23.4% | +38.3% | +24.7% |
| 6M | -37.3% | -26.9% | -10.4% | -31.8% |
| YTD | -26.5% | -34.4% | +7.8% | -18.8% |
| 1Y | -46.5% | -33.2% | -13.3% | -41.4% |
| 3Y | +121.1% | +28.1% | +93.0% | +77.6% |
| 5Y | +37.5% | +54.5% | -17.0% | -6.1% |
| All | +481.0% | +429.3% | +51.7% | +218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling