+9,167.3%
INTC vs MOS
+129.4%
+9,037.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -4.0% | +24.8% | -28.8% | -9.2% |
| 30D | -44.5% | +22.7% | -67.2% | -47.4% |
| 3M | -40.4% | -1.2% | -39.2% | -40.9% |
| 6M | -53.5% | +5.5% | -59.0% | -54.7% |
| YTD | +57.5% | -2.0% | +59.5% | +54.3% |
| 1Y | +51.2% | -7.9% | +59.1% | +49.7% |
| 3Y | +51.6% | -25.0% | +76.6% | +54.8% |
| 5Y | +23.5% | -27.7% | +51.2% | +21.7% |
| 10Y | +106.4% | -1.6% | +107.9% | +71.2% |
| All | +9,167.3% | +129.4% | +9,037.8% | +4,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling