+53.1%
TSLA vs MUU
+2,491.4%
-2,438.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +3.2% | -8.2% | +11.4% | +4.4% |
| 30D | +11.6% | +10.2% | +1.4% | +9.1% |
| 3M | -8.4% | -26.5% | +18.1% | -10.1% |
| 6M | -10.4% | +227.2% | -237.6% | -37.3% |
| YTD | -18.7% | +527.4% | -546.2% | -52.5% |
| 1Y | -0.9% | +1,843.7% | -1,844.6% | -58.7% |
| All | +53.1% | +2,491.4% | -2,438.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling