+4,757.3%
MU vs FSLR
+721.0%
+4,036.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.3% |
| 7D | -22.0% | +15.3% | -37.3% | -25.4% |
| 30D | -36.6% | +11.7% | -48.2% | -38.8% |
| 3M | -21.7% | -17.6% | -4.1% | -18.1% |
| 6M | +3.5% | -7.7% | +11.3% | +5.7% |
| YTD | +141.9% | -23.0% | +164.9% | +157.6% |
| 1Y | +189.8% | -26.0% | +215.9% | +212.8% |
| 3Y | +855.4% | +36.9% | +818.5% | +701.8% |
| 5Y | +869.2% | +72.9% | +796.2% | +608.3% |
| 10Y | +4,142.8% | +519.3% | +3,623.6% | +1,847.3% |
| All | +4,757.3% | +721.0% | +4,036.3% | +2,134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling