-26.8%
INTU vs MAS
+67.0%
-93.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.2% | +2.6% |
| 7D | +8.7% | +14.2% | -5.5% | +6.6% |
| 30D | +25.9% | +26.8% | -1.0% | +21.8% |
| 3M | +10.7% | +13.1% | -2.4% | +8.5% |
| 6M | -11.6% | +27.9% | -39.5% | -15.2% |
| YTD | -45.4% | +38.7% | -84.1% | -49.2% |
| 1Y | -45.2% | +40.4% | -85.6% | -49.3% |
| All | -26.8% | +67.0% | -93.8% | -41.1% |
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