+4.6%
TSLA vs MSTZ
-29.5%
+34.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -5.6% |
| 7D | +1.5% | -29.7% | +31.2% | -1.7% |
| 30D | +10.1% | -65.3% | +75.4% | -0.9% |
| 3M | -15.4% | -57.3% | +41.9% | -19.0% |
| 6M | -12.8% | -61.6% | +48.9% | -14.9% |
| YTD | -21.3% | -78.3% | +57.0% | -22.9% |
| 1Y | +4.6% | -30.2% | +34.8% | +39.9% |
| All | +4.6% | -29.5% | +34.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling