+22,131.9%
TSLA vs MAR
+1,243.1%
+20,888.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.1% | -6.0% |
| 7D | +1.5% | -4.2% | +5.7% | +3.9% |
| 30D | +10.1% | -6.7% | +16.8% | +14.2% |
| 3M | -15.4% | -12.5% | -2.9% | -9.6% |
| 6M | -12.8% | +0.6% | -13.3% | -14.3% |
| YTD | -21.3% | +9.1% | -30.4% | -26.7% |
| 1Y | +4.6% | +26.2% | -21.6% | -11.1% |
| 3Y | +44.5% | +68.2% | -23.6% | +6.5% |
| 5Y | +44.8% | +163.9% | -119.1% | -15.1% |
| 10Y | +2,585.4% | +420.6% | +2,164.9% | +864.7% |
| All | +22,131.9% | +1,243.1% | +20,888.8% | +3,784.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling