+65.7%
INTC vs MOS
-25.3%
+91.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.7% |
| 7D | +7.3% | +5.5% | +1.8% | +6.0% |
| 30D | -38.3% | +21.0% | -59.3% | -41.3% |
| 3M | -36.0% | -0.5% | -35.6% | -36.2% |
| 6M | -51.7% | +6.6% | -58.3% | -52.9% |
| YTD | +69.4% | -2.8% | +72.1% | +65.4% |
| 1Y | +65.0% | -8.1% | +73.1% | +63.3% |
| All | +65.7% | -25.3% | +91.0% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling