-22.0%
INTU vs MAGS
+188.2%
-210.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | -7.1% | +0.5% | -7.6% | -7.3% |
| 30D | +1.5% | +1.5% | 0.0% | +0.7% |
| 3M | +10.7% | +0.5% | +10.2% | +10.1% |
| 6M | -23.8% | +11.6% | -35.4% | -28.6% |
| YTD | -49.3% | +5.3% | -54.6% | -50.9% |
| 1Y | -49.7% | +14.9% | -64.5% | -53.6% |
| 3Y | -38.0% | +128.9% | -166.9% | -64.3% |
| All | -22.0% | +188.2% | -210.2% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling