+17.7%
INTC vs MOS
-32.4%
+50.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | -14.4% | +21.6% | -36.0% | -18.2% |
| 30D | -50.2% | +12.0% | -62.2% | -51.6% |
| 3M | -43.6% | -3.9% | -39.7% | -43.5% |
| 6M | -50.2% | -3.3% | -46.9% | -50.4% |
| YTD | +52.5% | -4.6% | +57.2% | +50.6% |
| 1Y | +51.1% | -7.0% | +58.1% | +49.5% |
| 3Y | +50.3% | -24.4% | +74.7% | +51.5% |
| All | +17.7% | -32.4% | +50.1% | +12.3% |
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