+265.1%
MU vs TSLA
-15.2%
+280.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.7% | -4.9% |
| 7D | -19.1% | -4.7% | -14.4% | -16.6% |
| 30D | -25.2% | +1.7% | -27.0% | -25.9% |
| 3M | -10.9% | +17.7% | -28.6% | -20.8% |
| 6M | +38.0% | -1.9% | +39.9% | +40.6% |
| YTD | +178.8% | -14.3% | +193.2% | +198.7% |
| 1Y | +265.1% | -13.3% | +278.4% | +283.2% |
| All | +265.1% | -15.2% | +280.4% | +283.2% |
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