+3,009.1%
TSLA vs MOD
+915.9%
+2,093.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.0% |
| 7D | +1.5% | +8.2% | -6.8% | -0.4% |
| 30D | +3.4% | -38.2% | +41.6% | +15.4% |
| 3M | +17.4% | -46.2% | +63.6% | +34.9% |
| 6M | -12.2% | -62.5% | +50.4% | +8.9% |
| YTD | -13.1% | -20.1% | +7.0% | -12.8% |
| 1Y | -11.1% | -29.7% | +18.6% | -8.6% |
| 3Y | +82.1% | +136.2% | -54.1% | +34.7% |
| 5Y | +10.3% | +820.4% | -810.1% | -40.8% |
| 10Y | +3,009.1% | +839.8% | +2,169.3% | +1,541.4% |
| All | +3,009.1% | +915.9% | +2,093.2% | +1,541.4% |
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