-7.6%
TSLA vs MA
+93.2%
-100.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.6% |
| 7D | -10.4% | +2.3% | -12.7% | -11.9% |
| 30D | -5.2% | +14.7% | -19.9% | -14.4% |
| 3M | +12.1% | +13.5% | -1.4% | +1.5% |
| 6M | -10.2% | +33.1% | -43.3% | -28.8% |
| YTD | -20.3% | +15.1% | -35.4% | -29.8% |
| 1Y | -19.7% | +18.7% | -38.4% | -31.4% |
| 3Y | +63.4% | +72.1% | -8.7% | 0.0% |
| All | -7.6% | +93.2% | -100.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling