+63.4%
TSLA vs MSFT
+53.6%
+9.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.9% |
| 7D | -10.4% | +1.7% | -12.1% | -11.6% |
| 30D | -5.2% | +0.2% | -5.3% | -5.5% |
| 3M | +12.1% | +6.4% | +5.8% | +7.1% |
| 6M | -10.2% | +28.7% | -38.9% | -26.6% |
| YTD | -20.3% | +10.4% | -30.8% | -25.7% |
| 1Y | -19.7% | +7.6% | -27.3% | -23.2% |
| 3Y | +63.4% | +52.3% | +11.1% | +22.4% |
| All | +63.4% | +53.6% | +9.7% | +22.4% |
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