+23,015.9%
TSLA vs MO
+802.6%
+22,213.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | +12.0% | -0.3% | +12.3% | +11.9% |
| 3M | -10.0% | -2.9% | -7.0% | -10.1% |
| 6M | -7.2% | +5.8% | -13.0% | -10.2% |
| YTD | -18.1% | +22.0% | -40.1% | -24.4% |
| 1Y | +6.3% | +10.7% | -4.4% | +0.9% |
| 3Y | +48.2% | +94.4% | -46.2% | +13.7% |
| 5Y | +46.5% | +97.2% | -50.7% | +9.7% |
| 10Y | +2,698.1% | +103.0% | +2,595.2% | +1,831.7% |
| All | +23,015.9% | +802.6% | +22,213.4% | +7,081.6% |
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 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