+2,681.1%
TSLA vs MOS
+8.6%
+2,672.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -10.4% | +21.6% | -32.0% | -16.7% |
| 30D | -5.2% | +12.0% | -17.2% | -9.6% |
| 3M | +12.1% | -3.9% | +16.0% | +11.9% |
| 6M | -10.2% | -3.3% | -6.8% | -11.1% |
| YTD | -20.3% | -4.6% | -15.7% | -22.2% |
| 1Y | -19.7% | -7.0% | -12.7% | -21.4% |
| 3Y | +63.4% | -24.4% | +87.8% | +66.3% |
| 5Y | -12.1% | -32.1% | +20.0% | -12.3% |
| All | +2,681.1% | +8.6% | +2,672.4% | +2,054.3% |
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