+2,973.5%
TSLA vs MS
+576.8%
+2,396.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | -4.7% | +0.8% | -5.5% | -5.1% |
| 30D | -0.8% | -0.7% | -0.1% | -0.2% |
| 3M | +14.8% | -12.4% | +27.1% | +24.8% |
| 6M | -11.3% | -1.7% | -9.6% | -10.5% |
| YTD | -15.6% | +8.0% | -23.6% | -20.3% |
| 1Y | -14.7% | +16.2% | -30.9% | -23.1% |
| 3Y | +76.9% | +171.3% | -94.4% | -2.9% |
| 5Y | +6.7% | +124.8% | -118.1% | -35.1% |
| 10Y | +2,973.5% | +553.7% | +2,419.8% | +1,144.9% |
| All | +2,973.5% | +576.8% | +2,396.7% | +1,144.9% |
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