+4,407.5%
MU vs FSLR
+429.3%
+3,978.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +12.8% | -14.8% | +27.6% | +18.2% |
| 30D | -14.9% | -4.3% | -10.6% | -14.1% |
| 3M | -18.0% | -23.4% | +5.3% | -12.1% |
| 6M | -3.1% | -26.9% | +23.8% | +6.1% |
| YTD | +172.9% | -34.4% | +207.3% | +205.6% |
| 1Y | +228.8% | -33.2% | +262.0% | +266.8% |
| 3Y | +950.8% | +28.1% | +922.8% | +794.1% |
| 5Y | +931.3% | +54.5% | +876.7% | +653.6% |
| All | +4,407.5% | +429.3% | +3,978.2% | +2,102.0% |
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