+2,883.7%
TSLA vs MOS
+6.2%
+2,877.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.9% |
| 7D | -6.4% | +19.7% | -26.0% | -12.5% |
| 30D | -1.2% | +21.5% | -22.7% | -8.3% |
| 3M | +15.1% | -0.4% | +15.5% | +13.6% |
| 6M | -11.7% | +4.5% | -16.3% | -14.8% |
| YTD | -15.9% | -2.9% | -13.0% | -18.3% |
| 1Y | -12.0% | -7.7% | -4.3% | -13.5% |
| 3Y | +80.0% | -25.6% | +105.7% | +84.7% |
| 5Y | +10.8% | -31.2% | +42.0% | +10.0% |
| 10Y | +2,883.7% | +2.8% | +2,880.8% | +2,130.6% |
| All | +2,883.7% | +6.2% | +2,877.5% | +2,130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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