+59.2%
INTC vs MS
+169.4%
-110.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +3.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.5% |
| 30D | -43.3% | -0.9% | -42.4% | -42.4% |
| 3M | -41.6% | -13.0% | -28.6% | -34.8% |
| 6M | -52.5% | -2.0% | -50.5% | -51.2% |
| YTD | +60.9% | +7.8% | +53.1% | +52.7% |
| 1Y | +55.7% | +17.9% | +37.9% | +38.2% |
| 3Y | +59.2% | +174.8% | -115.6% | -20.5% |
| All | +59.2% | +169.4% | -110.2% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling