+957.9%
MU vs FSLR
+51.6%
+906.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.7% |
| 7D | +21.6% | -12.0% | +33.6% | +25.9% |
| 30D | -16.2% | -7.7% | -8.6% | -14.7% |
| 3M | -12.4% | -24.0% | +11.7% | -6.3% |
| 6M | +4.2% | -24.4% | +28.6% | +12.6% |
| YTD | +180.0% | -34.0% | +214.0% | +210.2% |
| 1Y | +226.4% | -35.6% | +262.0% | +264.1% |
| 3Y | +969.7% | +28.7% | +941.1% | +860.1% |
| 5Y | +957.9% | +55.3% | +902.6% | +813.6% |
| All | +957.9% | +51.6% | +906.4% | +813.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling