+243.1%
INTU vs MS
+616.2%
-373.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | +15.4% | -3.8% | +19.2% | +17.0% |
| 3M | +6.6% | -14.6% | +21.2% | +13.9% |
| 6M | -11.3% | -5.1% | -6.2% | -11.4% |
| YTD | -47.7% | +4.5% | -52.2% | -50.6% |
| 1Y | -47.0% | +13.5% | -60.6% | -52.1% |
| 3Y | -29.9% | +160.4% | -190.3% | -60.0% |
| 5Y | -42.2% | +112.9% | -155.1% | -63.6% |
| All | +243.1% | +616.2% | -373.0% | +26.3% |
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