+2,518.5%
TSLA vs MOS
+5.8%
+2,512.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.4% |
| 7D | +1.5% | +9.5% | -8.0% | -1.6% |
| 30D | +10.1% | +10.4% | -0.3% | +6.3% |
| 3M | -15.4% | +12.9% | -28.3% | -19.4% |
| 6M | -12.8% | +1.2% | -14.0% | -14.8% |
| YTD | -21.3% | +9.3% | -30.6% | -25.6% |
| 1Y | +4.6% | -18.0% | +22.6% | +8.4% |
| 3Y | +44.5% | -29.0% | +73.5% | +52.1% |
| 5Y | +44.8% | -9.6% | +54.4% | +31.8% |
| All | +2,518.5% | +5.8% | +2,512.7% | +1,826.7% |
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