+2,883.7%
TSLA vs MS
+614.4%
+2,269.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +3.6% |
| 7D | -6.4% | +0.7% | -7.1% | -6.7% |
| 30D | -1.2% | -0.9% | -0.3% | -0.5% |
| 3M | +15.1% | -13.0% | +28.0% | +25.6% |
| 6M | -11.7% | -2.0% | -9.8% | -10.8% |
| YTD | -15.9% | +7.8% | -23.7% | -20.5% |
| 1Y | -12.0% | +17.9% | -29.8% | -21.3% |
| 3Y | +80.0% | +174.8% | -94.7% | -1.6% |
| 5Y | +10.8% | +119.9% | -109.0% | -31.8% |
| 10Y | +2,883.7% | +578.8% | +2,304.8% | +1,171.2% |
| All | +2,883.7% | +614.4% | +2,269.2% | +1,171.2% |
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