+46.2%
TSLA vs MAR
+158.8%
-112.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +11.2% | -4.7% | +15.8% | +14.8% |
| 3M | -7.3% | -15.6% | +8.3% | +4.1% |
| 6M | -7.7% | +1.2% | -9.0% | -11.1% |
| YTD | -18.2% | +7.5% | -25.7% | -25.9% |
| 1Y | +6.0% | +26.6% | -20.6% | -17.6% |
| 3Y | +48.0% | +66.0% | -17.9% | -6.5% |
| 5Y | +46.2% | +154.1% | -107.9% | -28.0% |
| All | +46.2% | +158.8% | -112.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling