+995.4%
MU vs FSLR
+34.7%
+960.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.4% |
| 7D | +2.0% | -8.4% | +10.5% | +4.7% |
| 30D | -18.0% | -0.9% | -17.1% | -18.2% |
| 3M | -6.6% | -26.1% | +19.5% | +1.8% |
| 6M | +2.0% | -23.6% | +25.7% | +11.3% |
| YTD | +184.5% | -31.8% | +216.3% | +216.1% |
| 1Y | +236.9% | -32.6% | +269.4% | +275.9% |
| All | +995.4% | +34.7% | +960.7% | +890.6% |
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 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