-7.6%
TSLA vs MS
+111.6%
-119.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.7% |
| 7D | -10.4% | -1.6% | -8.9% | -9.2% |
| 30D | -5.2% | -3.8% | -1.4% | -2.1% |
| 3M | +12.1% | -14.6% | +26.7% | +27.5% |
| 6M | -10.2% | -5.1% | -5.1% | -7.0% |
| YTD | -20.3% | +4.5% | -24.9% | -24.9% |
| 1Y | -19.7% | +13.5% | -33.2% | -29.6% |
| 3Y | +63.4% | +160.4% | -97.0% | -28.5% |
| All | -7.6% | +111.6% | -119.2% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling