+2,533.1%
TSLA vs MOD
+1,604.6%
+928.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -7.0% |
| 7D | +1.5% | +9.6% | -8.1% | -0.8% |
| 30D | +10.1% | 0.0% | +10.1% | +9.9% |
| 3M | -15.4% | -35.4% | +20.0% | -6.7% |
| 6M | -12.8% | -7.3% | -5.5% | -13.2% |
| YTD | -21.3% | +45.8% | -67.1% | -31.0% |
| 1Y | +4.6% | +43.1% | -38.5% | -9.1% |
| 3Y | +44.5% | +297.7% | -253.2% | -5.2% |
| 5Y | +44.8% | +1,478.8% | -1,433.9% | -31.2% |
| All | +2,533.1% | +1,604.6% | +928.5% | +1,096.1% |
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