-38.1%
INTU vs MAS
+29.0%
-67.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.6% |
| 7D | -7.1% | -0.8% | -6.3% | -7.0% |
| 30D | +1.5% | -5.6% | +7.0% | +2.1% |
| 3M | +10.7% | +4.4% | +6.2% | +9.4% |
| 6M | -23.8% | +7.2% | -31.0% | -25.3% |
| YTD | -49.3% | +16.1% | -65.4% | -51.7% |
| 1Y | -49.7% | +0.1% | -49.8% | -50.0% |
| All | -38.1% | +29.0% | -67.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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