-38.1%
INTU vs MS
+178.0%
-216.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +1.5% | -0.3% | +1.7% | +1.5% |
| 3M | +10.7% | +0.3% | +10.4% | +9.9% |
| 6M | -23.8% | +31.3% | -55.2% | -31.4% |
| YTD | -49.3% | +24.7% | -74.0% | -53.6% |
| 1Y | -49.7% | +47.9% | -97.6% | -57.0% |
| All | -38.1% | +178.0% | -216.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling