+15,172.7%
INTC vs MOS
+155.8%
+15,016.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +7.1% | +9.5% | -2.5% | +4.9% |
| 30D | -5.2% | +10.4% | -15.6% | -7.6% |
| 3M | -14.3% | +12.9% | -27.2% | -17.1% |
| 6M | +110.2% | +1.2% | +108.9% | +106.9% |
| YTD | +159.6% | +9.3% | +150.3% | +150.4% |
| 1Y | +289.3% | -18.0% | +307.2% | +298.7% |
| 3Y | +166.1% | -29.0% | +195.1% | +176.4% |
| 5Y | +94.4% | -9.6% | +104.0% | +83.0% |
| 10Y | +227.7% | +6.1% | +221.6% | +168.9% |
| All | +15,172.7% | +155.8% | +15,016.9% | +6,719.3% |
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 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