+1,411.7%
TSLA vs MGY
+209.8%
+1,201.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -3.4% | +1.8% | -5.2% | -3.8% |
| 30D | +9.2% | +6.5% | +2.7% | +7.3% |
| 3M | -4.7% | +0.3% | -5.0% | -5.5% |
| 6M | -8.9% | -2.4% | -6.6% | -9.8% |
| YTD | -19.2% | +29.0% | -48.1% | -26.5% |
| 1Y | +4.5% | +17.0% | -12.5% | -2.4% |
| 3Y | +46.3% | +26.2% | +20.2% | +32.5% |
| 5Y | +48.1% | +92.3% | -44.2% | +16.4% |
| All | +1,411.7% | +209.8% | +1,201.9% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling