+72.3%
MSFT vs INTC
+115.0%
-42.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -1.0% | +18.0% | -19.0% | -3.4% |
| 30D | -2.7% | +8.9% | -11.6% | -4.0% |
| 3M | +22.1% | -1.6% | +23.7% | +20.4% |
| 6M | +20.6% | +133.1% | -112.5% | +0.3% |
| YTD | +2.3% | +187.9% | -185.6% | -20.0% |
| 1Y | -0.5% | +334.7% | -335.2% | -30.2% |
| 3Y | +50.5% | +184.2% | -133.7% | +11.2% |
| 5Y | +72.3% | +116.0% | -43.7% | +32.9% |
| All | +72.3% | +115.0% | -42.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling