-0.9%
TSLA vs MO
+11.1%
-12.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.3% |
| 30D | +11.6% | +7.1% | +4.4% | +14.3% |
| 3M | -8.4% | -2.0% | -6.5% | -8.7% |
| 6M | -10.4% | +7.3% | -17.7% | -9.1% |
| YTD | -18.7% | +23.5% | -42.2% | -18.1% |
| 1Y | -0.9% | +11.0% | -11.9% | -2.4% |
| All | -0.9% | +11.1% | -12.0% | -2.4% |
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