+932.3%
MSTR vs FSLR
+721.0%
+211.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | -1.2% | +15.3% | -16.5% | -4.1% |
| 30D | -15.9% | +11.7% | -27.6% | -17.8% |
| 3M | +33.1% | -17.6% | +50.7% | +38.2% |
| 6M | -31.0% | -7.7% | -23.3% | -30.5% |
| YTD | -15.1% | -23.0% | +7.9% | -12.2% |
| 1Y | -45.6% | -26.0% | -19.6% | -43.4% |
| 3Y | +180.5% | +36.9% | +143.7% | +146.7% |
| 5Y | +61.7% | +72.9% | -11.3% | +33.5% |
| 10Y | +578.0% | +519.3% | +58.7% | +336.3% |
| All | +932.3% | +721.0% | +211.4% | +548.7% |
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