+6.0%
TSLA vs MUB
+1.0%
+5.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +2.0% |
| 7D | +3.0% | -0.7% | +3.7% | +6.0% |
| 30D | +11.2% | -2.0% | +13.1% | +21.0% |
| 3M | -7.3% | -2.5% | -4.7% | +3.5% |
| 6M | -7.7% | -2.3% | -5.4% | +1.6% |
| YTD | -18.2% | -1.3% | -16.9% | -11.3% |
| 1Y | +6.0% | +1.1% | +4.9% | +3.7% |
| All | +6.0% | +1.0% | +5.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling