-43.2%
INTU vs MS
+123.3%
-166.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +0.1% | +5.1% | -5.0% | -2.1% |
| 30D | +10.1% | +5.7% | +4.4% | +7.1% |
| 3M | -4.2% | -12.2% | +8.0% | +1.1% |
| 6M | -7.2% | -0.5% | -6.7% | -9.6% |
| YTD | -47.7% | +9.8% | -57.5% | -52.2% |
| 1Y | -46.7% | +17.7% | -64.4% | -53.2% |
| 3Y | -34.1% | +176.8% | -210.9% | -68.4% |
| All | -43.2% | +123.3% | -166.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling