+63.4%
TSLA vs MOD
+129.2%
-65.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +2.5% |
| 7D | -10.4% | -25.5% | +15.1% | -2.7% |
| 30D | -5.2% | -49.0% | +43.8% | +15.3% |
| 3M | +12.1% | -49.8% | +61.9% | +35.9% |
| 6M | -10.2% | -64.8% | +54.6% | +19.7% |
| YTD | -20.3% | -27.6% | +7.3% | -19.5% |
| 1Y | -19.7% | -35.2% | +15.5% | -16.8% |
| 3Y | +63.4% | +137.1% | -73.8% | -5.6% |
| All | +63.4% | +129.2% | -65.8% | -5.6% |
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