+48.2%
TSLA vs MAR
+68.8%
-20.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.6% |
| 7D | +3.4% | -1.7% | +5.1% | +4.6% |
| 30D | +12.0% | -6.9% | +19.0% | +17.5% |
| 3M | -10.0% | -15.8% | +5.9% | +0.9% |
| 6M | -7.2% | +1.9% | -9.1% | -11.8% |
| YTD | -18.1% | +6.6% | -24.7% | -26.3% |
| 1Y | +6.3% | +23.7% | -17.4% | -18.3% |
| 3Y | +48.2% | +64.6% | -16.4% | -4.0% |
| All | +48.2% | +68.8% | -20.6% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling