+2,838.9%
INTC vs MS
+5,263.8%
-2,424.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -4.0% | +0.8% | -4.8% | -4.2% |
| 30D | -44.5% | -0.7% | -43.8% | -44.1% |
| 3M | -40.4% | -12.4% | -28.0% | -37.3% |
| 6M | -53.5% | -1.7% | -51.7% | -52.9% |
| YTD | +57.5% | +8.0% | +49.5% | +54.2% |
| 1Y | +51.2% | +16.2% | +35.0% | +44.4% |
| 3Y | +51.6% | +171.3% | -119.7% | +8.5% |
| 5Y | +23.5% | +124.8% | -101.3% | -6.6% |
| 10Y | +106.4% | +553.7% | -447.3% | +6.5% |
| All | +2,838.9% | +5,263.8% | -2,424.9% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling