+24.8%
TSLA vs MSFU
+76.3%
-51.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.8% | -4.3% |
| 7D | +1.5% | -5.7% | +7.2% | +3.8% |
| 30D | +10.1% | +4.2% | +5.9% | +8.1% |
| 3M | -15.4% | +27.9% | -43.3% | -24.8% |
| 6M | -12.8% | +37.1% | -49.9% | -27.0% |
| YTD | -21.3% | -7.4% | -13.9% | -22.3% |
| 1Y | +4.6% | -19.6% | +24.2% | +10.5% |
| 3Y | +44.5% | +33.2% | +11.3% | +11.8% |
| All | +24.8% | +76.3% | -51.5% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling