+15,172.7%
INTC vs MAS
+1,430.5%
+13,742.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.9% |
| 7D | +7.1% | -0.8% | +7.8% | +7.4% |
| 30D | -5.2% | -5.6% | +0.4% | -3.4% |
| 3M | -14.3% | +4.4% | -18.7% | -16.0% |
| 6M | +110.2% | +7.2% | +103.0% | +103.6% |
| YTD | +159.6% | +16.1% | +143.5% | +143.6% |
| 1Y | +289.3% | +0.1% | +289.2% | +283.2% |
| 3Y | +166.1% | +28.3% | +137.7% | +138.6% |
| 5Y | +94.4% | +30.5% | +63.9% | +71.7% |
| 10Y | +227.7% | +139.1% | +88.6% | +133.3% |
| All | +15,172.7% | +1,430.5% | +13,742.2% | +4,740.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling