-42.8%
INTU vs MKSI
+81.7%
-124.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -9.2% | +4.9% | -14.0% | -10.2% |
| 30D | -7.0% | -11.0% | +3.9% | -5.2% |
| 3M | +10.5% | -17.1% | +27.6% | +10.5% |
| 6M | -30.6% | +16.4% | -47.0% | -38.6% |
| YTD | -52.3% | +64.3% | -116.6% | -63.3% |
| 1Y | -51.8% | +137.7% | -189.5% | -68.1% |
| 3Y | -41.8% | +189.1% | -230.9% | -69.0% |
| 5Y | -42.8% | +83.1% | -126.0% | -62.1% |
| All | -42.8% | +81.7% | -124.5% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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