+22,391.8%
TSLA vs MSTR
+1,611.1%
+20,780.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -10.4% | -1.2% | -9.2% | -10.1% |
| 30D | -5.2% | -15.9% | +10.8% | -0.8% |
| 3M | +12.1% | +33.1% | -21.0% | +0.9% |
| 6M | -10.2% | -31.0% | +20.8% | -3.8% |
| YTD | -20.3% | -15.1% | -5.2% | -22.0% |
| 1Y | -19.7% | -45.6% | +26.0% | -11.2% |
| 3Y | +63.4% | +180.5% | -117.1% | -11.6% |
| 5Y | -12.1% | +61.7% | -73.7% | -52.9% |
| 10Y | +2,719.7% | +578.0% | +2,141.7% | +615.7% |
| All | +22,391.8% | +1,611.1% | +20,780.8% | +3,982.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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