+5,778.3%
MU vs TSLA
+2,667.4%
+3,110.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | +7.2% | +3.4% | +3.8% | +5.8% |
| 30D | +14.0% | +12.0% | +1.9% | +9.8% |
| 3M | +5.4% | -10.0% | +15.4% | +8.1% |
| 6M | +170.3% | -7.2% | +177.5% | +176.3% |
| YTD | +250.7% | -18.1% | +268.8% | +270.2% |
| 1Y | +662.1% | +6.3% | +655.8% | +647.9% |
| 3Y | +1,341.2% | +48.2% | +1,293.1% | +1,114.3% |
| 5Y | +1,319.3% | +46.5% | +1,272.8% | +1,024.1% |
| 10Y | +5,778.3% | +2,698.1% | +3,080.2% | +1,630.6% |
| All | +5,778.3% | +2,667.4% | +3,110.9% | +1,630.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling