+2,664.3%
TSLA vs MCO
+393.6%
+2,270.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.7% |
| 7D | +3.2% | -3.8% | +7.0% | +6.0% |
| 30D | +11.6% | -0.4% | +12.0% | +11.7% |
| 3M | -8.4% | +7.7% | -16.2% | -14.0% |
| 6M | -10.4% | +7.0% | -17.4% | -16.3% |
| YTD | -18.7% | -6.4% | -12.3% | -17.2% |
| 1Y | -0.9% | -7.6% | +6.7% | +1.1% |
| 3Y | +33.6% | +43.2% | -9.7% | -4.0% |
| 5Y | +48.9% | +29.6% | +19.3% | +14.3% |
| All | +2,664.3% | +393.6% | +2,270.7% | +846.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling