+108.9%
TSLA vs MAGS
+184.9%
-76.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | +8.9% | +1.7% | +7.3% | +6.3% |
| 30D | +6.3% | -5.8% | +12.1% | +16.6% |
| 3M | +14.8% | +0.2% | +14.5% | +14.7% |
| 6M | -12.4% | -2.7% | -9.7% | -7.6% |
| YTD | -13.2% | +4.1% | -17.3% | -17.3% |
| 1Y | -2.9% | +7.5% | -10.4% | -11.8% |
| 3Y | +74.4% | +122.0% | -47.6% | -30.9% |
| All | +108.9% | +184.9% | -76.0% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling