+4.6%
TSLA vs MA
-1.7%
+6.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -6.0% |
| 7D | +1.5% | -2.7% | +4.2% | +1.2% |
| 30D | +10.1% | +1.5% | +8.6% | +10.2% |
| 3M | -15.4% | +20.4% | -35.8% | -14.2% |
| 6M | -12.8% | +11.1% | -23.9% | -11.4% |
| YTD | -21.3% | +2.0% | -23.2% | -19.7% |
| 1Y | +4.6% | -2.2% | +6.7% | +9.5% |
| All | +4.6% | -1.7% | +6.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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