+15.5%
TSLA vs MS
+123.3%
-107.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.5% |
| 7D | +8.9% | +5.1% | +3.9% | +4.6% |
| 30D | +6.3% | +5.7% | +0.6% | +1.6% |
| 3M | +14.8% | -12.2% | +27.0% | +27.7% |
| 6M | -12.4% | -0.5% | -11.9% | -12.6% |
| YTD | -13.2% | +9.8% | -23.1% | -21.5% |
| 1Y | -2.9% | +17.7% | -20.7% | -17.5% |
| 3Y | +74.4% | +176.8% | -102.4% | -27.8% |
| All | +15.5% | +123.3% | -107.8% | -48.0% |
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