-29.9%
INTU vs MSI
+77.7%
-107.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +0.1% | +4.7% | -4.6% | -1.2% |
| 30D | +15.4% | +14.8% | +0.7% | +11.0% |
| 3M | +6.6% | +8.8% | -2.2% | +3.9% |
| 6M | -11.3% | +19.3% | -30.6% | -15.9% |
| YTD | -47.7% | +35.3% | -83.1% | -52.8% |
| 1Y | -47.0% | +33.8% | -80.8% | -52.0% |
| 3Y | -29.9% | +74.4% | -104.4% | -48.8% |
| All | -29.9% | +77.7% | -107.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling