+22,391.8%
TSLA vs MSFT
+2,834.0%
+19,557.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +5.0% |
| 7D | -10.4% | +1.7% | -12.1% | -11.9% |
| 30D | -5.2% | +0.2% | -5.3% | -5.7% |
| 3M | +12.1% | +6.4% | +5.8% | +6.4% |
| 6M | -10.2% | +28.7% | -38.9% | -28.4% |
| YTD | -20.3% | +10.4% | -30.8% | -29.2% |
| 1Y | -19.7% | +7.6% | -27.3% | -27.3% |
| 3Y | +63.4% | +52.3% | +11.1% | +14.0% |
| 5Y | -12.1% | +64.5% | -76.6% | -42.0% |
| 10Y | +2,719.7% | +917.8% | +1,801.9% | +534.8% |
| All | +22,391.8% | +2,834.0% | +19,557.8% | +2,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling