+2,973.5%
TSLA vs MA
+554.9%
+2,418.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | -4.7% | +1.8% | -6.5% | -5.9% |
| 30D | -0.8% | +11.8% | -12.6% | -8.6% |
| 3M | +14.8% | +17.2% | -2.4% | +2.0% |
| 6M | -11.3% | +33.4% | -44.7% | -29.1% |
| YTD | -15.6% | +16.1% | -31.7% | -26.2% |
| 1Y | -14.7% | +19.9% | -34.6% | -27.5% |
| 3Y | +76.9% | +70.1% | +6.9% | +16.3% |
| 5Y | +6.7% | +89.6% | -83.0% | -35.3% |
| 10Y | +2,973.5% | +568.4% | +2,405.1% | +674.0% |
| All | +2,973.5% | +554.9% | +2,418.6% | +674.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling