-38.4%
INTU vs MSCI
-6.7%
-31.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.3% |
| 30D | +1.5% | +0.6% | +0.9% | +1.2% |
| 3M | +10.7% | -7.1% | +17.7% | +15.3% |
| 6M | -23.8% | +0.8% | -24.7% | -24.4% |
| YTD | -49.3% | +1.0% | -50.3% | -49.8% |
| 1Y | -49.7% | +4.3% | -54.0% | -51.6% |
| 3Y | -38.0% | +9.9% | -48.0% | -45.7% |
| All | -38.4% | -6.7% | -31.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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