-2.9%
TSLA vs MAS
+38.5%
-41.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +8.9% | +3.0% | +5.9% | +8.4% |
| 30D | +6.3% | +22.4% | -16.1% | +2.9% |
| 3M | +14.8% | +14.5% | +0.3% | +12.5% |
| 6M | -12.4% | +27.1% | -39.5% | -15.7% |
| YTD | -13.2% | +35.8% | -49.0% | -16.4% |
| 1Y | -2.9% | +39.4% | -42.3% | -6.0% |
| All | -2.9% | +38.5% | -41.5% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling