+22,131.9%
TSLA vs MAS
+844.2%
+21,287.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.7% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +10.1% | -5.6% | +15.7% | +12.7% |
| 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% | -28.0% |
| 1Y | +4.6% | +0.1% | +4.5% | +1.7% |
| 3Y | +44.5% | +28.3% | +16.2% | +23.9% |
| 5Y | +44.8% | +30.5% | +14.3% | +21.6% |
| 10Y | +2,585.4% | +139.1% | +2,446.3% | +1,614.9% |
| All | +22,131.9% | +844.2% | +21,287.7% | +7,697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling