+223.4%
INTU vs MS
+802.6%
-579.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.7% |
| 30D | +1.5% | -0.3% | +1.7% | +1.5% |
| 3M | +10.7% | +0.3% | +10.4% | +9.3% |
| 6M | -23.8% | +31.3% | -55.2% | -34.7% |
| YTD | -49.3% | +24.7% | -74.0% | -55.6% |
| 1Y | -49.7% | +47.9% | -97.6% | -59.7% |
| 3Y | -38.0% | +178.3% | -216.4% | -65.3% |
| 5Y | -38.7% | +144.9% | -183.6% | -63.7% |
| All | +223.4% | +802.6% | -579.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling