+1,419.5%
TSLA vs MGY
+210.4%
+1,209.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | +3.5% | -0.3% | +2.2% |
| 30D | +11.6% | +5.3% | +6.3% | +10.0% |
| 3M | -8.4% | +2.6% | -11.1% | -9.7% |
| 6M | -10.4% | -3.3% | -7.1% | -11.0% |
| YTD | -18.7% | +29.2% | -48.0% | -26.2% |
| 1Y | -0.9% | +18.0% | -18.9% | -7.7% |
| 3Y | +33.6% | +30.0% | +3.6% | +20.2% |
| 5Y | +48.9% | +92.7% | -43.8% | +16.9% |
| All | +1,419.5% | +210.4% | +1,209.1% | +809.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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