-32.5%
INTU vs MAGS
+126.1%
-158.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.0% |
| 7D | -3.9% | +1.3% | -5.3% | -4.6% |
| 30D | +11.7% | -6.3% | +18.1% | +14.7% |
| 3M | +4.5% | -0.1% | +4.5% | +4.0% |
| 6M | -13.9% | -0.8% | -13.1% | -14.3% |
| YTD | -48.2% | +4.7% | -53.0% | -49.8% |
| 1Y | -47.1% | +6.8% | -53.9% | -49.3% |
| 3Y | -32.5% | +128.9% | -161.4% | -59.8% |
| All | -32.5% | +126.1% | -158.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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