+24,440.0%
TSLA vs MOS
-24.5%
+24,464.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +1.5% | +5.5% | -4.0% | -0.3% |
| 30D | +3.4% | +21.0% | -17.6% | -3.7% |
| 3M | +17.4% | -0.5% | +17.9% | +15.9% |
| 6M | -12.2% | +6.6% | -18.8% | -15.6% |
| YTD | -13.1% | -2.8% | -10.3% | -15.5% |
| 1Y | -11.1% | -8.1% | -3.0% | -12.5% |
| 3Y | +82.1% | -25.6% | +107.7% | +86.8% |
| 5Y | +10.3% | -29.8% | +40.0% | +9.6% |
| 10Y | +3,009.1% | +0.6% | +3,008.6% | +2,232.1% |
| All | +24,440.0% | -24.5% | +24,464.4% | +20,253.2% |
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