+2,538.2%
MUU vs FSLR
-3.1%
+2,541.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -6.3% |
| 7D | +13.9% | +6.8% | +7.1% | +7.9% |
| 30D | +24.8% | -14.7% | +39.5% | +39.2% |
| 3M | -15.7% | -22.6% | +6.8% | +4.7% |
| 6M | +338.9% | +12.7% | +326.2% | +350.0% |
| YTD | +563.2% | -18.4% | +581.5% | +696.5% |
| 1Y | +2,577.5% | +4.9% | +2,572.6% | +2,746.0% |
| All | +2,538.2% | -3.1% | +2,541.3% | +2,228.2% |
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 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