+2,737.0%
TSLA vs MSI
+593.5%
+2,143.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +3.0% | -4.0% | +7.0% | +5.1% |
| 30D | +11.2% | -0.5% | +11.6% | +11.3% |
| 3M | -7.3% | +11.4% | -18.7% | -12.8% |
| 6M | -7.7% | +1.0% | -8.7% | -9.6% |
| YTD | -18.2% | +20.7% | -38.9% | -27.6% |
| 1Y | +6.0% | -2.7% | +8.7% | +4.9% |
| 3Y | +48.0% | +68.2% | -20.2% | +7.9% |
| 5Y | +46.2% | +100.0% | -53.8% | -4.4% |
| 10Y | +2,737.0% | +596.9% | +2,140.1% | +885.8% |
| All | +2,737.0% | +593.5% | +2,143.5% | +885.8% |
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