+40.8%
TSLA vs MSI
+72.0%
-31.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | +1.5% | -3.7% | +5.2% | +2.8% |
| 30D | +10.1% | +6.8% | +3.3% | +7.3% |
| 3M | -15.4% | +14.3% | -29.7% | -19.8% |
| 6M | -12.8% | -1.6% | -11.2% | -12.0% |
| YTD | -21.3% | +22.8% | -44.1% | -29.8% |
| 1Y | +4.6% | -1.1% | +5.7% | +5.9% |
| All | +40.8% | +72.0% | -31.2% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling