+719.8%
MU vs FSLR
+1.0%
+718.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.9% |
| 7D | +9.0% | 0.0% | +9.0% | +8.9% |
| 30D | +13.8% | -13.7% | +27.5% | +22.4% |
| 3M | +2.1% | -35.1% | +37.2% | +28.0% |
| 6M | +153.8% | +3.6% | +150.2% | +160.5% |
| YTD | +256.4% | -21.7% | +278.1% | +296.3% |
| 1Y | +719.8% | +1.3% | +718.5% | +828.6% |
| All | +719.8% | +1.0% | +718.7% | +828.6% |
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