+93.9%
INTC vs MOS
-8.7%
+102.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +7.1% | +9.5% | -2.5% | +5.0% |
| 30D | -5.2% | +10.4% | -15.6% | -7.4% |
| 3M | -14.3% | +12.9% | -27.2% | -16.9% |
| 6M | +110.2% | +1.2% | +108.9% | +106.8% |
| YTD | +159.6% | +9.3% | +150.3% | +150.3% |
| 1Y | +289.3% | -18.0% | +307.2% | +298.8% |
| 3Y | +166.1% | -29.0% | +195.1% | +170.7% |
| All | +93.9% | -8.7% | +102.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling