-2.9%
TSLA vs MSFU
-13.0%
+10.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +8.9% | -2.8% | +11.7% | +9.3% |
| 30D | +6.3% | -5.3% | +11.6% | +7.1% |
| 3M | +14.8% | +7.2% | +7.5% | +13.6% |
| 6M | -12.4% | +51.0% | -63.4% | -18.1% |
| YTD | -13.2% | -1.2% | -12.0% | -16.7% |
| 1Y | -2.9% | -10.3% | +7.4% | -7.2% |
| All | -2.9% | -13.0% | +10.0% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling