+2,664.3%
TSLA vs MKSI
+524.1%
+2,140.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.5% |
| 7D | +3.2% | +2.7% | +0.5% | +1.8% |
| 30D | +11.6% | -12.8% | +24.4% | +18.6% |
| 3M | -8.4% | -22.5% | +14.1% | +0.6% |
| 6M | -10.4% | +19.4% | -29.8% | -22.2% |
| YTD | -18.7% | +67.7% | -86.5% | -42.3% |
| 1Y | -0.9% | +131.4% | -132.3% | -42.1% |
| 3Y | +33.6% | +197.3% | -163.8% | -36.8% |
| 5Y | +48.9% | +87.0% | -38.1% | -12.3% |
| All | +2,664.3% | +524.1% | +2,140.2% | +945.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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