+236.7%
INTU vs MOD
+1,079.7%
-842.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -1.9% |
| 7D | +0.1% | +40.4% | -40.4% | -3.1% |
| 30D | +10.1% | -14.0% | +24.1% | +10.7% |
| 3M | -4.2% | -33.3% | +29.2% | -1.7% |
| 6M | -7.2% | -51.4% | +44.2% | -2.9% |
| YTD | -47.7% | +1.6% | -49.3% | -50.9% |
| 1Y | -46.7% | +5.4% | -52.1% | -50.4% |
| 3Y | -34.1% | +191.0% | -225.1% | -49.8% |
| 5Y | -43.3% | +1,093.1% | -1,136.4% | -65.8% |
| All | +236.7% | +1,079.7% | -842.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling