+63.4%
TSLA vs MOS
-26.6%
+90.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -10.4% | +21.6% | -32.0% | -14.6% |
| 30D | -5.2% | +12.0% | -17.2% | -8.0% |
| 3M | +12.1% | -3.9% | +16.0% | +12.7% |
| 6M | -10.2% | -3.3% | -6.8% | -10.2% |
| YTD | -20.3% | -4.6% | -15.7% | -21.4% |
| 1Y | -19.7% | -7.0% | -12.7% | -20.7% |
| 3Y | +63.4% | -24.4% | +87.8% | +66.6% |
| All | +63.4% | -26.6% | +90.0% | +66.6% |
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 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