+106.4%
INTC vs MA
+554.9%
-448.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -4.0% | +1.8% | -5.8% | -4.9% |
| 30D | -44.5% | +11.8% | -56.3% | -48.1% |
| 3M | -40.4% | +17.2% | -57.6% | -46.1% |
| 6M | -53.5% | +33.4% | -86.9% | -61.6% |
| YTD | +57.5% | +16.1% | +41.4% | +40.0% |
| 1Y | +51.2% | +19.9% | +31.3% | +31.6% |
| 3Y | +51.6% | +70.1% | -18.5% | +5.6% |
| 5Y | +23.5% | +89.6% | -66.2% | -20.8% |
| 10Y | +106.4% | +568.4% | -462.0% | -38.4% |
| All | +106.4% | +554.9% | -448.5% | -38.4% |
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