+71.8%
TSLA vs MSTZ
-99.2%
+170.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.8% | -1.1% |
| 7D | +8.9% | +30.8% | -21.8% | +13.7% |
| 30D | +6.3% | +41.2% | -34.9% | +14.0% |
| 3M | +14.8% | -60.9% | +75.7% | +6.0% |
| 6M | -12.4% | -15.7% | +3.3% | -3.0% |
| YTD | -13.2% | -75.2% | +62.0% | -12.2% |
| 1Y | -2.9% | -59.8% | +56.9% | +8.9% |
| All | +71.8% | -99.2% | +170.9% | +83.5% |
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