+41.1%
TSLA vs MS
+145.3%
-104.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +1.5% | +1.4% | +0.2% | +0.4% |
| 30D | +10.1% | -0.3% | +10.4% | +10.3% |
| 3M | -15.4% | +0.3% | -15.7% | -15.7% |
| 6M | -12.8% | +31.3% | -44.1% | -30.8% |
| YTD | -21.3% | +24.7% | -45.9% | -35.5% |
| 1Y | +4.6% | +47.9% | -43.3% | -26.3% |
| 3Y | +44.5% | +178.3% | -133.8% | -38.6% |
| All | +41.1% | +145.3% | -104.2% | -39.5% |
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