+2,698.1%
TSLA vs MSFT
+865.2%
+1,832.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +5.0% |
| 7D | +3.4% | -1.4% | +4.8% | +4.8% |
| 30D | +12.0% | -1.0% | +13.1% | +13.0% |
| 3M | -10.0% | +20.2% | -30.2% | -25.1% |
| 6M | -7.2% | +21.3% | -28.5% | -24.7% |
| YTD | -18.1% | +2.8% | -20.9% | -23.5% |
| 1Y | +6.3% | 0.0% | +6.3% | +2.0% |
| 3Y | +48.2% | +51.2% | -3.1% | -3.2% |
| 5Y | +46.5% | +71.4% | -24.9% | -14.7% |
| 10Y | +2,698.1% | +868.6% | +1,829.5% | +386.7% |
| All | +2,698.1% | +865.2% | +1,832.9% | +386.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling