-51.7%
INTC vs MAS
+22.7%
-74.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.4% | -6.9% | -10.0% |
| 7D | -43.2% | +4.6% | -47.8% | -43.3% |
| 30D | -53.6% | +19.9% | -73.4% | -55.1% |
| 3M | -48.3% | +8.9% | -57.2% | -48.0% |
| 6M | -51.7% | +20.2% | -71.8% | -54.9% |
| All | -51.7% | +22.7% | -74.4% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling