+797.3%
INTC vs MA
+15,793.6%
-14,996.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.0% |
| 7D | +7.1% | -2.7% | +9.8% | +8.3% |
| 30D | -5.2% | +1.5% | -6.7% | -6.1% |
| 3M | -14.3% | +20.4% | -34.7% | -21.8% |
| 6M | +110.2% | +11.1% | +99.0% | +97.5% |
| YTD | +159.6% | +2.0% | +157.7% | +152.5% |
| 1Y | +289.3% | -2.2% | +291.4% | +283.8% |
| 3Y | +166.1% | +41.9% | +124.2% | +123.4% |
| 5Y | +94.4% | +75.4% | +19.0% | +47.8% |
| 10Y | +227.7% | +527.5% | -299.8% | +52.8% |
| All | +797.3% | +15,793.6% | -14,996.3% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling