+29.8%
TSLA vs MSFU
+72.2%
-42.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.9% |
| 7D | +3.4% | -3.2% | +6.6% | +4.7% |
| 30D | +12.0% | -3.1% | +15.2% | +13.2% |
| 3M | -10.0% | +35.3% | -45.2% | -22.1% |
| 6M | -7.2% | +31.6% | -38.8% | -21.0% |
| YTD | -18.1% | -9.5% | -8.6% | -18.5% |
| 1Y | +6.3% | -18.4% | +24.7% | +11.2% |
| 3Y | +48.2% | +26.9% | +21.2% | +16.9% |
| All | +29.8% | +72.2% | -42.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling