+61.9%
TSLA vs MSTZ
-99.2%
+161.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.8% |
| 7D | +3.0% | -23.6% | +26.6% | +0.1% |
| 30D | +11.2% | -60.7% | +71.9% | -0.8% |
| 3M | -7.3% | -58.3% | +51.0% | -13.1% |
| 6M | -7.7% | -60.0% | +52.3% | -10.2% |
| YTD | -18.2% | -75.2% | +57.0% | -20.2% |
| 1Y | +6.0% | -19.9% | +25.9% | +35.0% |
| All | +61.9% | -99.2% | +161.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling