+3,125.8%
TSLA vs MAR
+529.3%
+2,596.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.6% |
| 7D | +8.9% | +1.6% | +7.3% | +8.0% |
| 30D | +6.3% | +13.8% | -7.5% | -1.1% |
| 3M | +14.8% | +20.3% | -5.5% | +3.3% |
| 6M | -12.4% | +21.3% | -33.7% | -22.3% |
| YTD | -13.2% | +37.2% | -50.4% | -28.9% |
| 1Y | -2.9% | +48.4% | -51.4% | -24.3% |
| 3Y | +74.4% | +120.1% | -45.7% | +11.3% |
| 5Y | +13.3% | +182.1% | -168.8% | -36.0% |
| All | +3,125.8% | +529.3% | +2,596.6% | +1,166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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