-10.1%
INTU vs MS
-2.5%
-7.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -2.6% |
| 7D | +7.1% | -3.4% | +10.5% | +5.9% |
| 30D | +23.0% | -3.9% | +26.9% | +21.1% |
| 3M | +8.7% | -15.9% | +24.6% | -0.4% |
| 6M | -10.1% | -2.5% | -7.6% | -6.0% |
| All | -10.1% | -2.5% | -7.6% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling