+54.2%
TSLA vs MUU
+2,639.0%
-2,584.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.4% |
| 7D | +3.4% | +13.9% | -10.5% | +1.1% |
| 30D | +12.0% | +24.8% | -12.7% | +7.5% |
| 3M | -10.0% | -15.7% | +5.8% | -13.7% |
| 6M | -7.2% | +338.9% | -346.1% | -38.5% |
| YTD | -18.1% | +563.2% | -581.3% | -52.5% |
| 1Y | +6.3% | +2,577.5% | -2,571.2% | -59.0% |
| All | +54.2% | +2,639.0% | -2,584.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MUU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling