+456.1%
INTC vs MA
+17,922.8%
-17,466.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -43.3% | +11.3% | -54.6% | -46.1% |
| 3M | -41.6% | +16.7% | -58.3% | -45.8% |
| 6M | -52.5% | +32.8% | -85.3% | -58.8% |
| YTD | +60.9% | +15.6% | +45.3% | +47.2% |
| 1Y | +55.7% | +19.6% | +36.1% | +40.3% |
| 3Y | +59.2% | +72.1% | -12.9% | +22.2% |
| 5Y | +25.0% | +96.0% | -71.0% | -9.8% |
| 10Y | +109.3% | +554.8% | -445.5% | -5.5% |
| All | +456.1% | +17,922.8% | -17,466.7% | +18.0% |
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