+2,683.6%
MUU vs FSLR
-7.7%
+2,691.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.8% | +10.3% | +9.2% |
| 7D | +15.0% | +0.2% | +14.8% | +13.9% |
| 30D | +36.8% | -15.1% | +51.9% | +52.4% |
| 3M | -8.5% | -22.5% | +14.0% | +13.7% |
| 6M | +320.7% | +4.0% | +316.8% | +353.9% |
| YTD | +599.7% | -22.3% | +621.9% | +769.3% |
| 1Y | +2,569.2% | 0.0% | +2,569.2% | +2,834.0% |
| All | +2,683.6% | -7.7% | +2,691.3% | +2,441.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling