+24,401.0%
TSLA vs MO
+957.8%
+23,443.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +8.9% | +3.3% | +5.6% | +8.1% |
| 30D | +6.3% | +7.5% | -1.3% | +4.2% |
| 3M | +14.8% | +22.8% | -8.0% | +8.4% |
| 6M | -12.4% | +13.4% | -25.7% | -16.2% |
| YTD | -13.2% | +43.0% | -56.2% | -23.3% |
| 1Y | -2.9% | +45.2% | -48.2% | -14.6% |
| 3Y | +74.4% | +145.5% | -71.1% | +24.8% |
| 5Y | +13.3% | +157.1% | -143.8% | -21.9% |
| 10Y | +3,004.2% | +153.3% | +2,850.9% | +1,894.9% |
| All | +24,401.0% | +957.8% | +23,443.2% | +7,191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling