+38.0%
TSLA vs MSFT
+55.4%
-17.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.5% |
| 7D | +1.5% | -2.7% | +4.2% | +3.5% |
| 30D | +10.1% | +2.7% | +7.4% | +8.0% |
| 3M | -15.4% | +17.0% | -32.3% | -24.5% |
| 6M | -12.8% | +23.8% | -36.6% | -27.2% |
| YTD | -21.3% | +4.0% | -25.2% | -23.4% |
| 1Y | +4.6% | -0.8% | +5.4% | +6.9% |
| All | +38.0% | +55.4% | -17.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling