+334.7%
INTC vs MA
-2.1%
+336.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.4% |
| 7D | +18.0% | -3.5% | +21.5% | +16.1% |
| 30D | +8.9% | +0.8% | +8.2% | +9.5% |
| 3M | -1.6% | +14.8% | -16.3% | +4.6% |
| 6M | +133.1% | +10.0% | +123.1% | +148.5% |
| YTD | +187.9% | -0.1% | +188.0% | +198.2% |
| 1Y | +334.7% | -2.2% | +336.9% | +317.1% |
| All | +334.7% | -2.1% | +336.8% | +317.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling