+4,743.4%
INTC vs MS
+6,088.6%
-1,345.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +7.1% | +1.4% | +5.7% | +6.6% |
| 30D | -5.2% | -0.3% | -5.0% | -5.1% |
| 3M | -14.3% | +0.3% | -14.6% | -14.1% |
| 6M | +110.2% | +31.3% | +78.8% | +91.7% |
| YTD | +159.6% | +24.7% | +135.0% | +140.6% |
| 1Y | +289.3% | +47.9% | +241.4% | +239.9% |
| 3Y | +166.1% | +178.3% | -12.3% | +87.1% |
| 5Y | +94.4% | +144.9% | -50.5% | +41.6% |
| 10Y | +227.7% | +804.5% | -576.8% | +50.8% |
| All | +4,743.4% | +6,088.6% | -1,345.2% | +736.2% |
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