+1,241.0%
INTU vs MSCI
+3,095.4%
-1,854.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.7% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | +15.4% | +15.4% | 0.0% | +8.4% |
| 3M | +6.6% | +13.4% | -6.8% | +1.0% |
| 6M | -11.3% | +10.9% | -22.2% | -15.3% |
| YTD | -47.7% | +13.0% | -60.7% | -50.4% |
| 1Y | -47.0% | +12.0% | -59.0% | -49.6% |
| 3Y | -29.9% | +34.1% | -64.0% | -40.4% |
| 5Y | -42.2% | +3.9% | -46.1% | -45.1% |
| 10Y | +251.7% | +802.0% | -550.4% | +54.8% |
| All | +1,241.0% | +3,095.4% | -1,854.4% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling