+2,650.1%
TSLA vs MUB
+16.7%
+2,633.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | 0.0% |
| 7D | -3.4% | -1.2% | -2.2% | -1.5% |
| 30D | +9.2% | -2.8% | +12.0% | +14.3% |
| 3M | -4.7% | -3.1% | -1.7% | +0.4% |
| 6M | -8.9% | -2.9% | -6.1% | -4.2% |
| YTD | -19.2% | -2.0% | -17.1% | -16.1% |
| 1Y | +4.5% | 0.0% | +4.6% | +5.2% |
| 3Y | +46.3% | +7.4% | +38.9% | +32.1% |
| 5Y | +48.1% | +0.8% | +47.4% | +46.5% |
| All | +2,650.1% | +16.7% | +2,633.4% | +2,386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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