+38.0%
TSLA vs MAS
+29.0%
+9.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +10.1% | -5.6% | +15.7% | +12.6% |
| 3M | -15.4% | +4.4% | -19.8% | -17.7% |
| 6M | -12.8% | +7.2% | -20.0% | -16.8% |
| YTD | -21.3% | +16.1% | -37.4% | -28.5% |
| 1Y | +4.6% | +0.1% | +4.5% | +2.4% |
| All | +38.0% | +29.0% | +9.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling