+4.6%
TSLA vs MSFT
-0.1%
+4.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.2% |
| 7D | +1.5% | -2.7% | +4.2% | +2.5% |
| 30D | +10.1% | +2.7% | +7.4% | +9.2% |
| 3M | -15.4% | +17.0% | -32.3% | -18.8% |
| 6M | -12.8% | +23.8% | -36.6% | -19.8% |
| YTD | -21.3% | +4.0% | -25.2% | -20.6% |
| 1Y | +4.6% | -0.8% | +5.4% | +12.6% |
| All | +4.6% | -0.1% | +4.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 1y: compounded portfolio wealth divided by compounded MSFT 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…
1y analysis · Full analysis span regression · 6 months rolling