+74.4%
TSLA vs MSFT
+45.6%
+28.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | -1.3% | +10.2% | +9.8% |
| 30D | +6.3% | -1.8% | +8.1% | +7.4% |
| 3M | +14.8% | +5.6% | +9.2% | +10.1% |
| 6M | -12.4% | +29.8% | -42.2% | -29.2% |
| YTD | -13.2% | +9.0% | -22.2% | -18.3% |
| 1Y | -2.9% | +4.9% | -7.9% | -5.2% |
| 3Y | +74.4% | +46.2% | +28.2% | +35.2% |
| All | +74.4% | +45.6% | +28.8% | +35.2% |
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