+640.8%
MU vs FSLR
+4.5%
+636.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -3.9% |
| 7D | +7.2% | +6.8% | +0.3% | +3.2% |
| 30D | +14.0% | -14.7% | +28.7% | +23.7% |
| 3M | +5.4% | -22.6% | +28.0% | +20.5% |
| 6M | +170.3% | +12.7% | +157.6% | +167.5% |
| YTD | +250.7% | -18.4% | +269.0% | +280.5% |
| All | +640.8% | +4.5% | +636.3% | +717.9% |
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