-7.6%
TSLA vs MAS
+39.2%
-46.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.1% |
| 7D | -10.4% | +2.0% | -12.4% | -11.3% |
| 30D | -5.2% | +19.4% | -24.6% | -13.2% |
| 3M | +12.1% | +9.4% | +2.7% | +6.7% |
| 6M | -10.2% | +15.3% | -25.5% | -17.6% |
| YTD | -20.3% | +31.3% | -51.7% | -33.1% |
| 1Y | -19.7% | +34.9% | -54.5% | -33.7% |
| 3Y | +63.4% | +58.6% | +4.8% | +18.1% |
| All | -7.6% | +39.2% | -46.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling