-42.8%
INTU vs MRSH
+19.1%
-61.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.6% |
| 7D | -9.2% | -5.9% | -3.2% | -4.8% |
| 30D | -7.0% | -7.3% | +0.3% | -1.5% |
| 3M | +10.5% | +6.7% | +3.9% | +5.9% |
| 6M | -30.6% | +3.0% | -33.6% | -32.2% |
| YTD | -52.3% | -2.9% | -49.4% | -51.7% |
| 1Y | -51.8% | -9.0% | -42.8% | -49.1% |
| 3Y | -41.8% | -4.3% | -37.5% | -44.3% |
| 5Y | -42.8% | +19.4% | -62.3% | -57.2% |
| All | -42.8% | +19.1% | -61.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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