+855.4%
MU vs TSLA
+59.9%
+795.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.4% |
| 7D | -22.0% | -10.4% | -11.6% | -18.1% |
| 30D | -36.6% | -5.2% | -31.4% | -34.8% |
| 3M | -21.7% | +12.1% | -33.8% | -24.9% |
| 6M | +3.5% | -10.2% | +13.7% | +8.5% |
| YTD | +141.9% | -20.3% | +162.3% | +162.7% |
| 1Y | +189.8% | -19.7% | +209.5% | +213.2% |
| 3Y | +855.4% | +63.4% | +792.0% | +742.2% |
| All | +855.4% | +59.9% | +795.4% | +742.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling