+11,924.3%
MU vs TSLA
+27,853.7%
-15,929.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.9% | +12.0% | +7.7% |
| 7D | +9.0% | +1.5% | +7.4% | +8.3% |
| 30D | +13.8% | +10.1% | +3.7% | +10.5% |
| 3M | +2.1% | -15.4% | +17.5% | +6.7% |
| 6M | +153.8% | -12.8% | +166.6% | +163.8% |
| YTD | +256.4% | -21.3% | +277.7% | +279.8% |
| 1Y | +719.8% | +4.6% | +715.2% | +709.4% |
| 3Y | +1,360.4% | +44.5% | +1,315.8% | +1,144.7% |
| 5Y | +1,312.4% | +44.8% | +1,267.6% | +1,029.3% |
| 10Y | +6,142.6% | +2,585.4% | +3,557.2% | +1,946.1% |
| All | +11,924.3% | +27,853.7% | -15,929.3% | +1,856.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling