+2,664.3%
TSLA vs MRSH
+218.8%
+2,445.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -4.8% | +8.0% | +5.9% |
| 30D | +11.6% | -6.3% | +17.9% | +15.4% |
| 3M | -8.4% | +5.8% | -14.3% | -12.9% |
| 6M | -10.4% | +2.8% | -13.2% | -14.6% |
| YTD | -18.7% | -3.1% | -15.6% | -20.2% |
| 1Y | -0.9% | -11.3% | +10.4% | +2.5% |
| 3Y | +33.6% | -5.0% | +38.5% | +29.1% |
| 5Y | +48.9% | +19.2% | +29.7% | +20.3% |
| All | +2,664.3% | +218.8% | +2,445.5% | +1,252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling