+6.7%
TSLA vs MOS
-30.3%
+37.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.7% | +24.8% | -29.5% | -10.9% |
| 30D | -0.8% | +22.7% | -23.4% | -6.9% |
| 3M | +14.8% | -1.2% | +16.0% | +14.2% |
| 6M | -11.3% | +5.5% | -16.9% | -13.9% |
| YTD | -15.6% | -2.0% | -13.6% | -17.7% |
| 1Y | -14.7% | -7.9% | -6.8% | -15.6% |
| 3Y | +76.9% | -25.0% | +101.9% | +80.4% |
| 5Y | +6.7% | -27.7% | +34.4% | -5.8% |
| All | +6.7% | -30.3% | +37.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling