+80.0%
TSLA vs MOS
-24.9%
+104.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.1% |
| 7D | -6.4% | +19.7% | -26.0% | -10.4% |
| 30D | -1.2% | +21.5% | -22.7% | -6.0% |
| 3M | +15.1% | -0.4% | +15.5% | +14.8% |
| 6M | -11.7% | +4.5% | -16.3% | -13.4% |
| YTD | -15.9% | -2.9% | -13.0% | -17.4% |
| 1Y | -12.0% | -7.7% | -4.3% | -12.6% |
| 3Y | +80.0% | -25.6% | +105.7% | +85.1% |
| All | +80.0% | -24.9% | +104.9% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling