-38.4%
INTU vs MOD
+1,486.5%
-1,524.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.7% |
| 7D | -7.1% | +9.6% | -16.7% | -7.8% |
| 30D | +1.5% | 0.0% | +1.4% | +1.3% |
| 3M | +10.7% | -35.4% | +46.0% | +14.3% |
| 6M | -23.8% | -7.3% | -16.6% | -25.4% |
| YTD | -49.3% | +45.8% | -95.1% | -54.0% |
| 1Y | -49.7% | +43.1% | -92.8% | -54.7% |
| 3Y | -38.0% | +297.7% | -335.7% | -57.7% |
| All | -38.4% | +1,486.5% | -1,524.9% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling