+3,185.6%
TSLA vs MAS
+214.3%
+2,971.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +15.6% | +1.2% | +14.5% | +15.0% |
| 30D | +5.9% | +21.6% | -15.7% | -4.1% |
| 3M | +21.4% | +14.1% | +7.2% | +13.0% |
| 6M | -8.3% | +22.6% | -30.9% | -18.5% |
| YTD | -11.6% | +35.4% | -47.1% | -26.8% |
| 1Y | -7.7% | +37.5% | -45.2% | -24.3% |
| 3Y | +85.2% | +58.3% | +26.8% | +37.4% |
| 5Y | +15.4% | +39.1% | -23.7% | -10.3% |
| All | +3,185.6% | +214.3% | +2,971.3% | +1,638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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