+2,681.1%
TSLA vs MS
+616.2%
+2,064.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.6% |
| 7D | -10.4% | -1.6% | -8.9% | -9.5% |
| 30D | -5.2% | -3.8% | -1.4% | -2.8% |
| 3M | +12.1% | -14.6% | +26.7% | +23.7% |
| 6M | -10.2% | -5.1% | -5.1% | -7.4% |
| YTD | -20.3% | +4.5% | -24.9% | -23.2% |
| 1Y | -19.7% | +13.5% | -33.2% | -26.5% |
| 3Y | +63.4% | +160.4% | -97.0% | -7.3% |
| 5Y | -12.1% | +112.9% | -124.9% | -44.5% |
| All | +2,681.1% | +616.2% | +2,064.9% | +1,156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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