+66.4%
TSLA vs MSTU
-90.1%
+156.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.1% | +10.6% | +6.3% |
| 7D | -6.4% | -9.3% | +2.9% | -5.2% |
| 30D | -1.2% | -38.3% | +37.1% | +5.2% |
| 3M | +15.1% | +24.0% | -9.0% | +4.7% |
| 6M | -11.7% | -72.1% | +60.3% | -1.2% |
| YTD | -15.9% | -70.2% | +54.3% | -13.6% |
| 1Y | -12.0% | -89.6% | +77.6% | +7.9% |
| All | +66.4% | -90.1% | +156.4% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling