+46.8%
TSLA vs MCO
+26.6%
+20.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | 0.0% |
| 7D | -3.4% | -7.3% | +3.9% | +2.1% |
| 30D | +9.2% | -1.7% | +10.9% | +10.4% |
| 3M | -4.7% | +3.9% | -8.6% | -8.2% |
| 6M | -8.9% | +3.8% | -12.7% | -13.1% |
| YTD | -19.2% | -7.9% | -11.3% | -16.2% |
| 1Y | +4.5% | -6.8% | +11.4% | +6.2% |
| 3Y | +46.3% | +40.9% | +5.4% | +1.9% |
| All | +46.8% | +26.6% | +20.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling