-29.9%
INTU vs MOD
+129.2%
-159.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -3.7% |
| 7D | +0.1% | -25.5% | +25.7% | 0.0% |
| 30D | +15.4% | -49.0% | +64.4% | +15.5% |
| 3M | +6.6% | -49.8% | +56.4% | +6.6% |
| 6M | -11.3% | -64.8% | +53.5% | -10.7% |
| YTD | -47.7% | -27.6% | -20.1% | -51.0% |
| 1Y | -47.0% | -35.2% | -11.8% | -49.9% |
| 3Y | -29.9% | +137.1% | -167.1% | -54.4% |
| All | -29.9% | +129.2% | -159.1% | -54.4% |
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