+23,636.9%
TSLA vs MA
+3,313.9%
+20,323.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.2% |
| 7D | -6.4% | -0.3% | -6.0% | -6.2% |
| 30D | -1.2% | +11.3% | -12.5% | -7.8% |
| 3M | +15.1% | +16.7% | -1.6% | +3.9% |
| 6M | -11.7% | +32.8% | -44.5% | -27.3% |
| YTD | -15.9% | +15.6% | -31.6% | -25.2% |
| 1Y | -12.0% | +19.6% | -31.6% | -23.6% |
| 3Y | +80.0% | +72.1% | +7.9% | +24.6% |
| 5Y | +10.8% | +96.0% | -85.2% | -29.0% |
| 10Y | +2,883.7% | +554.8% | +2,328.9% | +895.8% |
| All | +23,636.9% | +3,313.9% | +20,323.0% | +4,942.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling