+14,280.4%
INTU vs MS
+5,518.0%
+8,762.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.5% |
| 30D | +1.5% | -0.3% | +1.7% | +1.5% |
| 3M | +10.7% | +0.3% | +10.4% | +9.8% |
| 6M | -23.8% | +31.3% | -55.2% | -31.0% |
| YTD | -49.3% | +24.7% | -74.0% | -53.4% |
| 1Y | -49.7% | +47.9% | -97.6% | -56.3% |
| 3Y | -38.0% | +178.3% | -216.4% | -56.4% |
| 5Y | -38.7% | +144.9% | -183.6% | -55.0% |
| 10Y | +221.3% | +804.5% | -583.2% | +55.0% |
| All | +14,280.4% | +5,518.0% | +8,762.4% | +2,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling