+662.1%
MU vs TSLA
+3.8%
+658.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -3.9% |
| 7D | +7.2% | +3.4% | +3.8% | +4.3% |
| 30D | +14.0% | +12.0% | +1.9% | +5.1% |
| 3M | +5.4% | -10.0% | +15.4% | +10.6% |
| 6M | +170.3% | -7.2% | +177.5% | +182.6% |
| YTD | +250.7% | -18.1% | +268.8% | +285.3% |
| 1Y | +662.1% | +6.3% | +655.8% | +677.0% |
| All | +662.1% | +3.8% | +658.3% | +677.0% |
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