+39.5%
INTC vs MAS
+61.2%
-21.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.4% | -6.9% | -9.2% |
| 7D | -43.2% | +4.6% | -47.8% | -44.2% |
| 30D | -53.6% | +19.9% | -73.4% | -56.9% |
| 3M | -48.3% | +8.9% | -57.2% | -50.2% |
| 6M | -51.7% | +20.2% | -71.8% | -55.7% |
| YTD | +41.6% | +33.9% | +7.7% | +20.6% |
| 1Y | +36.1% | +34.7% | +1.5% | +15.4% |
| All | +39.5% | +61.2% | -21.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling