+22,391.8%
TSLA vs MS
+988.3%
+21,403.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.5% |
| 7D | -10.4% | -1.6% | -8.9% | -9.6% |
| 30D | -5.2% | -3.8% | -1.4% | -3.2% |
| 3M | +12.1% | -14.6% | +26.7% | +21.5% |
| 6M | -10.2% | -5.1% | -5.1% | -7.8% |
| YTD | -20.3% | +4.5% | -24.9% | -22.5% |
| 1Y | -19.7% | +13.5% | -33.2% | -25.0% |
| 3Y | +63.4% | +160.4% | -97.0% | +3.7% |
| 5Y | -12.1% | +112.9% | -124.9% | -38.6% |
| 10Y | +2,719.7% | +633.4% | +2,086.3% | +1,035.6% |
| All | +22,391.8% | +988.3% | +21,403.5% | +7,609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling