+2,533.1%
TSLA vs MS
+810.5%
+1,722.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +1.5% | +1.4% | +0.2% | +0.7% |
| 30D | +10.1% | -0.3% | +10.4% | +10.3% |
| 3M | -15.4% | +0.3% | -15.7% | -15.5% |
| 6M | -12.8% | +31.3% | -44.1% | -26.5% |
| YTD | -21.3% | +24.7% | -45.9% | -32.0% |
| 1Y | +4.6% | +47.9% | -43.3% | -18.9% |
| 3Y | +44.5% | +178.3% | -133.8% | -21.9% |
| 5Y | +44.8% | +144.9% | -100.1% | -16.8% |
| All | +2,533.1% | +810.5% | +1,722.6% | +796.9% |
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