+54.0%
TSLA vs MUU
+2,789.9%
-2,735.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.9% |
| 7D | +3.0% | +15.0% | -12.0% | +0.6% |
| 30D | +11.2% | +36.8% | -25.6% | +5.1% |
| 3M | -7.3% | -8.5% | +1.2% | -12.3% |
| 6M | -7.7% | +320.7% | -328.5% | -38.2% |
| YTD | -18.2% | +599.7% | -617.9% | -53.0% |
| 1Y | +6.0% | +2,569.2% | -2,563.2% | -58.8% |
| All | +54.0% | +2,789.9% | -2,735.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling