+2,883.7%
TSLA vs MOD
+1,005.7%
+1,877.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.9% | -4.3% | +3.1% |
| 7D | -6.4% | -13.9% | +7.6% | -3.4% |
| 30D | -1.2% | -41.5% | +40.3% | +11.8% |
| 3M | +15.1% | -45.7% | +60.8% | +31.8% |
| 6M | -11.7% | -61.1% | +49.4% | +8.4% |
| YTD | -15.9% | -20.5% | +4.6% | -15.5% |
| 1Y | -12.0% | -32.1% | +20.1% | -8.7% |
| 3Y | +80.0% | +146.5% | -66.4% | +32.2% |
| 5Y | +10.8% | +812.7% | -801.9% | -40.2% |
| 10Y | +2,883.7% | +966.8% | +1,916.8% | +1,512.7% |
| All | +2,883.7% | +1,005.7% | +1,877.9% | +1,512.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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