+3,125.8%
TSLA vs MSI
+664.3%
+2,461.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | +3.2% | +5.7% | +7.3% |
| 30D | +6.3% | +17.6% | -11.3% | -2.3% |
| 3M | +14.8% | +14.5% | +0.3% | +6.7% |
| 6M | -12.4% | +34.3% | -46.6% | -25.5% |
| YTD | -13.2% | +39.7% | -53.0% | -29.0% |
| 1Y | -2.9% | +40.2% | -43.1% | -20.9% |
| 3Y | +74.4% | +77.1% | -2.7% | +23.9% |
| 5Y | +13.3% | +124.0% | -110.8% | -30.3% |
| All | +3,125.8% | +664.3% | +2,461.5% | +932.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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