+60.0%
TSLA vs MSTU
-88.1%
+148.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | 0.0% |
| 7D | -3.4% | -22.0% | +18.6% | +0.5% |
| 30D | +9.2% | +60.3% | -51.1% | -1.5% |
| 3M | -4.7% | -3.7% | -1.0% | -8.9% |
| 6M | -8.9% | -45.2% | +36.2% | -7.7% |
| YTD | -19.2% | -64.3% | +45.2% | -16.6% |
| 1Y | +4.5% | -94.0% | +98.6% | +45.1% |
| All | +60.0% | -88.1% | +148.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MSTU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling