+63.4%
TSLA vs MUU
+1,324.6%
-1,261.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.0% |
| 7D | +8.9% | +24.7% | -15.7% | +4.8% |
| 30D | +6.3% | -35.1% | +41.4% | +11.2% |
| 3M | +14.8% | -44.3% | +59.0% | +21.1% |
| 6M | -12.4% | -44.4% | +32.1% | -15.9% |
| YTD | -13.2% | +244.9% | -258.2% | -46.0% |
| 1Y | -2.9% | +365.6% | -368.5% | -45.3% |
| All | +63.4% | +1,324.6% | -1,261.2% | -43.8% |
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