+2,664.3%
TSLA vs MO
+114.7%
+2,549.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | +7.1% | +4.4% | +9.9% |
| 3M | -8.4% | -2.0% | -6.5% | -8.7% |
| 6M | -10.4% | +7.3% | -17.7% | -13.1% |
| YTD | -18.7% | +23.5% | -42.2% | -24.2% |
| 1Y | -0.9% | +11.0% | -11.9% | -5.1% |
| 3Y | +33.6% | +95.0% | -61.4% | +6.0% |
| 5Y | +48.9% | +100.6% | -51.7% | +15.2% |
| All | +2,664.3% | +114.7% | +2,549.6% | +1,763.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling