-7.6%
TSLA vs MOS
-32.4%
+24.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -10.4% | +21.6% | -32.0% | -15.6% |
| 30D | -5.2% | +12.0% | -17.2% | -8.8% |
| 3M | +12.1% | -3.9% | +16.0% | +12.3% |
| 6M | -10.2% | -3.3% | -6.8% | -10.7% |
| YTD | -20.3% | -4.6% | -15.7% | -21.8% |
| 1Y | -19.7% | -7.0% | -12.7% | -21.0% |
| 3Y | +63.4% | -24.4% | +87.8% | +65.7% |
| All | -7.6% | -32.4% | +24.8% | -15.5% |
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