+253.8%
INTC vs MS
+803.8%
-549.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.4% |
| 7D | +17.4% | +2.5% | +15.0% | +15.8% |
| 30D | +2.8% | 0.0% | +2.8% | +2.7% |
| 3M | -5.3% | +2.4% | -7.7% | -6.3% |
| 6M | +140.6% | +36.4% | +104.2% | +102.8% |
| YTD | +183.1% | +23.8% | +159.3% | +150.6% |
| 1Y | +326.8% | +48.6% | +278.1% | +241.1% |
| 3Y | +179.4% | +179.1% | +0.3% | +58.1% |
| 5Y | +111.7% | +144.8% | -33.1% | +25.4% |
| 10Y | +253.8% | +794.2% | -540.4% | +12.4% |
| All | +253.8% | +803.8% | -549.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling