+155.1%
INTC vs MA
+43.1%
+112.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.8% |
| 7D | +7.1% | -2.7% | +9.8% | +7.9% |
| 30D | -5.2% | +1.5% | -6.7% | -5.9% |
| 3M | -14.3% | +20.4% | -34.7% | -21.0% |
| 6M | +110.2% | +11.1% | +99.0% | +101.2% |
| YTD | +159.6% | +2.0% | +157.7% | +160.8% |
| 1Y | +289.3% | -2.2% | +291.4% | +300.2% |
| All | +155.1% | +43.1% | +112.0% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling