+1,315.7%
MU vs TSLA
+43.5%
+1,272.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +8.1% |
| 7D | +9.0% | +1.5% | +7.4% | +8.1% |
| 30D | +13.8% | +10.1% | +3.7% | +9.7% |
| 3M | +2.1% | -15.4% | +17.5% | +7.6% |
| 6M | +153.8% | -12.8% | +166.6% | +165.6% |
| YTD | +256.4% | -21.3% | +277.7% | +283.8% |
| 1Y | +719.8% | +4.6% | +715.2% | +708.1% |
| 3Y | +1,360.4% | +44.5% | +1,315.8% | +1,124.5% |
| All | +1,315.7% | +43.5% | +1,272.1% | +987.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling