+111.9%
INTC vs MAS
+215.0%
-103.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +6.0% | +3.0% | +3.0% | +4.7% |
| 30D | -39.2% | +22.4% | -61.6% | -45.1% |
| 3M | -42.9% | +14.5% | -57.4% | -47.1% |
| 6M | -50.4% | +27.1% | -77.5% | -56.6% |
| YTD | +61.7% | +35.8% | +25.9% | +34.7% |
| 1Y | +66.1% | +39.4% | +26.7% | +36.3% |
| 3Y | +58.1% | +60.3% | -2.1% | +18.6% |
| 5Y | +27.9% | +39.4% | -11.6% | +0.2% |
| All | +111.9% | +215.0% | -103.1% | +12.6% |
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