+308.9%
MSTR vs FSLR
+11.2%
+297.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +12.2% | 0.0% | +12.2% | +12.3% |
| 30D | +45.2% | -13.7% | +58.8% | +50.9% |
| 3M | +10.4% | -35.1% | +45.5% | +23.6% |
| 6M | -2.5% | +3.6% | -6.1% | -4.5% |
| YTD | -6.0% | -21.7% | +15.7% | -2.0% |
| 1Y | -56.4% | +1.3% | -57.7% | -58.1% |
| All | +308.9% | +11.2% | +297.7% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling