+2,568.3%
TSLA vs MAS
+219.8%
+2,348.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.4% | -7.3% | -9.1% |
| 7D | -14.8% | +4.6% | -19.3% | -16.6% |
| 30D | -9.7% | +19.9% | -29.6% | -17.7% |
| 3M | +6.9% | +8.9% | -2.0% | +1.8% |
| 6M | -11.7% | +20.2% | -31.9% | -20.8% |
| YTD | -23.6% | +33.9% | -57.5% | -36.3% |
| 1Y | -25.6% | +34.7% | -60.3% | -38.3% |
| 3Y | +56.3% | +60.4% | -4.1% | +15.3% |
| 5Y | -15.6% | +43.5% | -59.1% | -35.5% |
| All | +2,568.3% | +219.8% | +2,348.4% | +1,333.6% |
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