+719.8%
MU vs TSLA
+5.3%
+714.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +9.6% |
| 7D | +9.0% | +1.5% | +7.4% | +7.2% |
| 30D | +13.8% | +10.1% | +3.7% | +5.9% |
| 3M | +2.1% | -15.4% | +17.5% | +11.9% |
| 6M | +153.8% | -12.8% | +166.6% | +175.1% |
| YTD | +256.4% | -21.3% | +277.7% | +301.8% |
| 1Y | +719.8% | +4.6% | +715.2% | +732.4% |
| All | +719.8% | +5.3% | +714.4% | +732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLA.
Daily Out/Under-Performance
Portfolio return minus TSLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLA 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 TSLA 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