+13,685.3%
INTU vs MRSH
+2,480.0%
+11,205.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.7% |
| 7D | -7.5% | -3.8% | -3.8% | -5.6% |
| 30D | -1.9% | -5.8% | +3.9% | +1.3% |
| 3M | +4.9% | +11.7% | -6.8% | -0.7% |
| 6M | -33.2% | -0.3% | -32.9% | -33.1% |
| YTD | -51.4% | -1.1% | -50.3% | -51.4% |
| 1Y | -52.0% | -9.5% | -42.5% | -50.0% |
| 3Y | -40.7% | -2.6% | -38.1% | -41.1% |
| 5Y | -41.7% | +22.7% | -64.5% | -47.8% |
| 10Y | +211.1% | +214.6% | -3.4% | +77.4% |
| All | +13,685.3% | +2,480.0% | +11,205.2% | +2,679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling