+98.7%
INTC vs MAS
+213.7%
-115.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +8.6% |
| 7D | -14.4% | +2.0% | -16.4% | -15.4% |
| 30D | -50.2% | +19.4% | -69.6% | -54.6% |
| 3M | -43.6% | +9.4% | -53.0% | -46.7% |
| 6M | -50.2% | +15.3% | -65.5% | -54.4% |
| YTD | +52.5% | +31.3% | +21.2% | +28.9% |
| 1Y | +51.1% | +34.9% | +16.3% | +25.8% |
| 3Y | +50.3% | +58.6% | -8.3% | +13.0% |
| 5Y | +19.2% | +40.7% | -21.5% | -7.2% |
| All | +98.7% | +213.7% | -115.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling