+243.1%
INTU vs MOD
+911.6%
-668.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -4.2% |
| 7D | +0.1% | -25.5% | +25.7% | +2.3% |
| 30D | +15.4% | -49.0% | +64.4% | +21.8% |
| 3M | +6.6% | -49.8% | +56.4% | +12.2% |
| 6M | -11.3% | -64.8% | +53.5% | -4.4% |
| YTD | -47.7% | -27.6% | -20.1% | -49.4% |
| 1Y | -47.0% | -35.2% | -11.8% | -48.2% |
| 3Y | -29.9% | +137.1% | -167.1% | -46.0% |
| 5Y | -42.2% | +760.3% | -802.5% | -64.1% |
| All | +243.1% | +911.6% | -668.5% | +95.2% |
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