+17.7%
INTC vs MA
+93.2%
-75.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +7.9% |
| 7D | -14.4% | +2.3% | -16.7% | -15.4% |
| 30D | -50.2% | +14.7% | -64.9% | -53.5% |
| 3M | -43.6% | +13.5% | -57.1% | -47.3% |
| 6M | -50.2% | +33.1% | -83.3% | -57.8% |
| YTD | +52.5% | +15.1% | +37.5% | +40.0% |
| 1Y | +51.1% | +18.7% | +32.4% | +35.8% |
| 3Y | +50.3% | +72.1% | -21.8% | +5.2% |
| All | +17.7% | +93.2% | -75.5% | -23.6% |
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