+22,131.9%
TSLA vs MOD
+2,222.9%
+19,909.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -7.0% |
| 7D | +1.5% | +9.6% | -8.1% | -0.9% |
| 30D | +10.1% | 0.0% | +10.1% | +9.8% |
| 3M | -15.4% | -35.4% | +20.0% | -6.2% |
| 6M | -12.8% | -7.3% | -5.5% | -13.3% |
| YTD | -21.3% | +45.8% | -67.1% | -31.5% |
| 1Y | +4.6% | +43.1% | -38.5% | -9.8% |
| 3Y | +44.5% | +297.7% | -253.2% | -8.6% |
| 5Y | +44.8% | +1,478.8% | -1,433.9% | -36.7% |
| 10Y | +2,585.4% | +1,633.4% | +952.0% | +847.2% |
| All | +22,131.9% | +2,222.9% | +19,909.0% | +7,685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling