+93.9%
INTC vs MA
+73.0%
+20.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.0% |
| 7D | +7.1% | -2.7% | +9.8% | +8.4% |
| 30D | -5.2% | +1.5% | -6.7% | -6.2% |
| 3M | -14.3% | +20.4% | -34.7% | -23.1% |
| 6M | +110.2% | +11.1% | +99.0% | +96.1% |
| YTD | +159.6% | +2.0% | +157.7% | +153.7% |
| 1Y | +289.3% | -2.2% | +291.4% | +288.0% |
| 3Y | +166.1% | +41.9% | +124.2% | +109.9% |
| All | +93.9% | +73.0% | +20.9% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling