+32.9%
TSLA vs MO
+95.5%
-62.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -0.9% |
| 7D | -3.4% | -1.0% | -2.4% | -3.6% |
| 30D | +9.2% | +5.8% | +3.5% | +10.2% |
| 3M | -4.7% | -4.5% | -0.2% | -5.1% |
| 6M | -8.9% | +5.7% | -14.7% | -8.7% |
| YTD | -19.2% | +23.1% | -42.3% | -19.2% |
| 1Y | +4.5% | +10.9% | -6.4% | +4.5% |
| All | +32.9% | +95.5% | -62.6% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling