+76.9%
TSLA vs MOD
+138.1%
-61.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | -4.7% | -17.8% | +13.1% | +0.4% |
| 30D | -0.8% | -43.2% | +42.5% | +16.7% |
| 3M | +14.8% | -46.0% | +60.8% | +35.9% |
| 6M | -11.3% | -62.2% | +50.9% | +15.6% |
| YTD | -15.6% | -22.8% | +7.2% | -16.4% |
| 1Y | -14.7% | -35.5% | +20.8% | -11.0% |
| 3Y | +76.9% | +128.2% | -51.3% | +3.7% |
| All | +76.9% | +138.1% | -61.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling