-19.7%
TSLA vs MAS
+32.0%
-51.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.5% |
| 7D | -10.4% | +2.0% | -12.4% | -10.6% |
| 30D | -5.2% | +19.4% | -24.6% | -7.9% |
| 3M | +12.1% | +9.4% | +2.7% | +10.7% |
| 6M | -10.2% | +15.3% | -25.5% | -12.6% |
| YTD | -20.3% | +31.3% | -51.7% | -23.3% |
| 1Y | -19.7% | +34.9% | -54.5% | -22.5% |
| All | -19.7% | +32.0% | -51.7% | -22.5% |
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