+526.8%
MSTR vs FSLR
+458.2%
+68.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -1.8% |
| 7D | -10.7% | -2.6% | -8.1% | -10.0% |
| 30D | -21.6% | +1.8% | -23.3% | -21.9% |
| 3M | +24.4% | -24.4% | +48.8% | +35.3% |
| 6M | -35.5% | -17.7% | -17.7% | -32.5% |
| YTD | -20.3% | -30.7% | +10.4% | -13.5% |
| 1Y | -49.3% | -33.6% | -15.7% | -44.3% |
| 3Y | +137.8% | +35.1% | +102.6% | +87.7% |
| 5Y | +48.3% | +63.1% | -14.8% | -0.5% |
| 10Y | +526.8% | +466.4% | +60.3% | +239.1% |
| All | +526.8% | +458.2% | +68.6% | +239.1% |
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