+894.4%
MSFT vs INTC
+121.5%
+772.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -4.0% |
| 7D | -6.2% | +7.3% | -13.5% | -8.0% |
| 30D | -3.7% | -38.3% | +34.6% | +5.7% |
| 3M | +3.6% | -36.0% | +39.7% | +11.5% |
| 6M | +26.8% | -51.7% | +78.5% | +42.2% |
| YTD | +8.4% | +69.4% | -60.9% | -19.5% |
| 1Y | +3.3% | +65.0% | -61.7% | -23.2% |
| 3Y | +44.3% | +63.0% | -18.7% | -2.1% |
| 5Y | +63.3% | +33.4% | +30.0% | +17.5% |
| 10Y | +894.4% | +121.2% | +773.2% | +398.0% |
| All | +894.4% | +121.5% | +772.9% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INTC.
Daily Out/Under-Performance
Portfolio return minus INTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTC 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 INTC 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