-38.1%
INTU vs MOD
+300.6%
-338.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.4% |
| 7D | -7.1% | +9.6% | -16.7% | -7.2% |
| 30D | +1.5% | 0.0% | +1.4% | +1.4% |
| 3M | +10.7% | -35.4% | +46.0% | +12.4% |
| 6M | -23.8% | -7.3% | -16.6% | -25.0% |
| YTD | -49.3% | +45.8% | -95.1% | -52.8% |
| 1Y | -49.7% | +43.1% | -92.8% | -53.4% |
| All | -38.1% | +300.6% | -338.7% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling