+21,479.5%
TSLA vs MOS
-26.0%
+21,505.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.3% | -14.1% | -11.8% |
| 7D | -14.8% | +22.5% | -37.3% | -20.8% |
| 30D | -9.7% | +6.6% | -16.4% | -12.5% |
| 3M | +6.9% | -3.8% | +10.7% | +6.6% |
| 6M | -11.7% | -2.2% | -9.5% | -12.9% |
| YTD | -23.6% | -4.8% | -18.8% | -25.2% |
| 1Y | -25.6% | -11.7% | -13.9% | -25.8% |
| 3Y | +56.3% | -26.5% | +82.8% | +60.7% |
| 5Y | -15.6% | -32.2% | +16.6% | -15.3% |
| 10Y | +2,605.4% | +10.2% | +2,595.2% | +1,872.6% |
| All | +21,479.5% | -26.0% | +21,505.6% | +17,912.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling