-38.4%
INTU vs MOS
-8.7%
-29.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.5% |
| 7D | -7.1% | +9.5% | -16.6% | -8.2% |
| 30D | +1.5% | +10.4% | -9.0% | +0.1% |
| 3M | +10.7% | +12.9% | -2.2% | +8.6% |
| 6M | -23.8% | +1.2% | -25.1% | -24.7% |
| YTD | -49.3% | +9.3% | -58.6% | -50.8% |
| 1Y | -49.7% | -18.0% | -31.7% | -48.8% |
| 3Y | -38.0% | -29.0% | -9.0% | -36.7% |
| All | -38.4% | -8.7% | -29.7% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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