+48.3%
TSLA vs MUU
+2,723.9%
-2,675.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +11.6% | -17.5% | -7.7% |
| 7D | +1.5% | +17.4% | -15.8% | -1.1% |
| 30D | +10.1% | +24.0% | -13.8% | +5.7% |
| 3M | -15.4% | -23.9% | +8.5% | -18.0% |
| 6M | -12.8% | +284.4% | -297.2% | -40.7% |
| YTD | -21.3% | +583.7% | -605.0% | -54.5% |
| 1Y | +4.6% | +2,981.5% | -2,976.9% | -61.0% |
| All | +48.3% | +2,723.9% | -2,675.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling