+111.9%
INTC vs MA
+567.5%
-455.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.2% |
| 7D | +6.0% | +1.3% | +4.7% | +5.3% |
| 30D | -39.2% | +9.6% | -48.8% | -42.6% |
| 3M | -42.9% | +16.8% | -59.7% | -48.3% |
| 6M | -50.4% | +35.2% | -85.6% | -59.4% |
| YTD | +61.7% | +16.6% | +45.1% | +43.4% |
| 1Y | +66.1% | +19.8% | +46.4% | +44.7% |
| 3Y | +58.1% | +70.7% | -12.5% | +9.9% |
| 5Y | +27.9% | +87.4% | -59.5% | -17.4% |
| All | +111.9% | +567.5% | -455.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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