-41.8%
INTU vs MOH
-21.2%
-20.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -0.7% |
| 7D | -9.2% | -1.3% | -7.9% | -9.0% |
| 30D | -7.0% | +3.0% | -10.0% | -7.4% |
| 3M | +10.5% | +1.2% | +9.3% | +10.3% |
| 6M | -30.6% | +41.7% | -72.3% | -33.1% |
| YTD | -52.3% | +15.4% | -67.7% | -53.4% |
| 1Y | -51.8% | +11.8% | -63.6% | -53.0% |
| 3Y | -41.8% | -37.5% | -4.3% | -40.4% |
| All | -41.8% | -21.2% | -20.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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