-13.3%
TSLA vs MO
+45.9%
-59.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.7% |
| 7D | -4.7% | +6.9% | -11.6% | -1.9% |
| 30D | +1.7% | +14.9% | -13.2% | +8.1% |
| 3M | +17.7% | +16.4% | +1.2% | +25.9% |
| 6M | -1.9% | +9.6% | -11.4% | +3.5% |
| YTD | -14.3% | +41.8% | -56.2% | -9.7% |
| 1Y | -13.3% | +45.3% | -58.6% | -5.6% |
| All | -13.3% | +45.9% | -59.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling