+390.7%
MUU vs FSLR
-33.8%
+424.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -1.6% | +25.8% | +25.7% |
| 7D | -2.5% | -8.4% | +5.9% | +4.7% |
| 30D | -39.7% | -0.9% | -38.9% | -41.2% |
| 3M | -27.4% | -26.1% | -1.3% | -5.7% |
| 6M | -38.4% | -23.6% | -14.8% | -13.1% |
| YTD | +276.4% | -31.8% | +308.3% | +455.2% |
| 1Y | +390.7% | -32.6% | +423.3% | +635.6% |
| All | +390.7% | -33.8% | +424.5% | +635.6% |
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 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