+60.0%
TSLA vs MSTZ
-99.1%
+159.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.7% | -0.1% |
| 7D | -3.4% | +24.8% | -28.2% | +0.2% |
| 30D | +9.2% | -59.2% | +68.5% | -1.9% |
| 3M | -4.7% | -56.9% | +52.1% | -10.3% |
| 6M | -8.9% | -57.6% | +48.6% | -10.5% |
| YTD | -19.2% | -73.6% | +54.4% | -20.2% |
| 1Y | +4.5% | -15.6% | +20.1% | +34.3% |
| All | +60.0% | -99.1% | +159.1% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling