+117.4%
INTC vs MOS
-4.2%
+121.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.1% |
| 7D | +17.1% | -2.6% | +19.7% | +17.8% |
| 30D | -40.5% | +13.5% | -53.9% | -42.6% |
| 3M | -39.4% | -2.9% | -36.5% | -39.6% |
| 6M | -49.3% | -1.0% | -48.3% | -49.8% |
| YTD | +65.9% | -7.2% | +73.1% | +64.5% |
| 1Y | +61.5% | -11.4% | +72.9% | +61.3% |
| 3Y | +59.6% | -29.0% | +88.6% | +64.5% |
| 5Y | +31.2% | -34.0% | +65.2% | +30.9% |
| All | +117.4% | -4.2% | +121.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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