-40.0%
INTU vs MOD
+720.4%
-760.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.3% | +6.8% | 0.0% |
| 7D | +7.1% | -34.2% | +41.3% | +9.8% |
| 30D | +23.0% | -51.9% | +74.9% | +28.9% |
| 3M | +8.7% | -53.0% | +61.7% | +13.8% |
| 6M | -10.1% | -66.4% | +56.2% | -4.1% |
| YTD | -45.7% | -31.5% | -14.1% | -48.4% |
| 1Y | -45.1% | -39.6% | -5.5% | -47.2% |
| 3Y | -26.9% | +116.8% | -143.7% | -50.3% |
| 5Y | -40.0% | +713.8% | -753.8% | -73.8% |
| All | -40.0% | +720.4% | -760.3% | -73.8% |
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