+15,309.0%
INTU vs MS
+4,636.3%
+10,672.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.3% |
| 7D | +7.1% | -3.4% | +10.5% | +8.2% |
| 30D | +23.0% | -3.9% | +26.9% | +24.2% |
| 3M | +8.7% | -15.9% | +24.6% | +14.3% |
| 6M | -10.1% | -2.5% | -7.6% | -10.7% |
| YTD | -45.7% | +5.1% | -50.8% | -47.5% |
| 1Y | -45.1% | +13.0% | -58.0% | -48.2% |
| 3Y | -26.9% | +160.7% | -187.6% | -47.6% |
| 5Y | -40.0% | +114.0% | -154.0% | -54.1% |
| 10Y | +265.4% | +637.5% | -372.1% | +87.2% |
| All | +15,309.0% | +4,636.3% | +10,672.6% | +2,669.3% |
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 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