-40.7%
INTU vs MAGS
+128.8%
-169.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -7.5% | +1.2% | -8.8% | -8.1% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +4.9% | +3.8% | +1.0% | +2.7% |
| 6M | -33.2% | +13.2% | -46.5% | -37.7% |
| YTD | -51.4% | +4.7% | -56.1% | -52.7% |
| 1Y | -52.0% | +14.4% | -66.4% | -55.5% |
| 3Y | -40.7% | +128.6% | -169.2% | -65.2% |
| All | -40.7% | +128.8% | -169.5% | -65.2% |
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