+14,280.4%
INTU vs MOD
+1,380.6%
+12,899.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -4.1% |
| 7D | -7.1% | +9.6% | -16.7% | -8.6% |
| 30D | +1.5% | 0.0% | +1.4% | +1.1% |
| 3M | +10.7% | -35.4% | +46.0% | +17.0% |
| 6M | -23.8% | -7.3% | -16.6% | -25.9% |
| YTD | -49.3% | +45.8% | -95.1% | -55.2% |
| 1Y | -49.7% | +43.1% | -92.8% | -55.9% |
| 3Y | -38.0% | +297.7% | -335.7% | -58.4% |
| 5Y | -38.7% | +1,478.8% | -1,517.5% | -69.8% |
| 10Y | +221.3% | +1,633.4% | -1,412.1% | +32.0% |
| All | +14,280.4% | +1,380.6% | +12,899.8% | +3,730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling