+41.1%
TSLA vs MSFT
+73.0%
-31.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.3% |
| 7D | +1.5% | -2.7% | +4.2% | +3.9% |
| 30D | +10.1% | +2.7% | +7.4% | +7.7% |
| 3M | -15.4% | +17.0% | -32.3% | -26.8% |
| 6M | -12.8% | +23.8% | -36.6% | -29.6% |
| YTD | -21.3% | +4.0% | -25.2% | -26.0% |
| 1Y | +4.6% | -0.8% | +5.4% | +2.9% |
| 3Y | +44.5% | +55.6% | -11.1% | -7.9% |
| All | +41.1% | +73.0% | -31.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling