+504.3%
MUU vs FSLR
-24.3%
+528.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.6% | -18.6% | -18.9% |
| 7D | -35.9% | +10.3% | -46.2% | -43.2% |
| 30D | -47.1% | +10.4% | -57.5% | -53.2% |
| 3M | -29.8% | -20.2% | -9.7% | -13.9% |
| 6M | +16.0% | -8.0% | +24.0% | +39.8% |
| YTD | +286.1% | -25.5% | +311.6% | +439.0% |
| 1Y | +504.3% | -26.0% | +530.3% | +758.0% |
| All | +504.3% | -24.3% | +528.6% | +758.0% |
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 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