+4.6%
TSLA vs MAGS
+15.9%
-11.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -3.7% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | +10.1% | +1.5% | +8.6% | +7.9% |
| 3M | -15.4% | +0.5% | -15.8% | -15.2% |
| 6M | -12.8% | +11.6% | -24.4% | -24.4% |
| YTD | -21.3% | +5.3% | -26.5% | -24.3% |
| 1Y | +4.6% | +14.9% | -10.3% | -17.2% |
| All | +4.6% | +15.9% | -11.3% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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