+21,479.5%
TSLA vs MS
+994.3%
+20,485.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.9% | -4.8% | -7.7% |
| 7D | -14.8% | -3.4% | -11.4% | -13.2% |
| 30D | -9.7% | -3.9% | -5.8% | -7.8% |
| 3M | +6.9% | -15.9% | +22.8% | +16.8% |
| 6M | -11.7% | -2.5% | -9.3% | -10.6% |
| YTD | -23.6% | +5.1% | -28.7% | -25.8% |
| 1Y | -25.6% | +13.0% | -38.6% | -30.3% |
| 3Y | +56.3% | +160.7% | -104.4% | -0.8% |
| 5Y | -15.6% | +114.0% | -129.7% | -41.3% |
| 10Y | +2,605.4% | +637.5% | +1,967.9% | +986.7% |
| All | +21,479.5% | +994.3% | +20,485.2% | +7,277.2% |
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