-40.0%
INTU vs MAS
+41.7%
-81.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.8% |
| 7D | +7.1% | +4.6% | +2.6% | +5.3% |
| 30D | +23.0% | +19.9% | +3.1% | +14.7% |
| 3M | +8.7% | +8.9% | -0.2% | +5.0% |
| 6M | -10.1% | +20.2% | -30.3% | -17.9% |
| YTD | -45.7% | +33.9% | -79.6% | -54.1% |
| 1Y | -45.1% | +34.7% | -79.8% | -53.9% |
| 3Y | -26.9% | +60.4% | -87.3% | -49.6% |
| 5Y | -40.0% | +43.5% | -83.4% | -54.0% |
| All | -40.0% | +41.7% | -81.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling